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State Space and Unobserved Component Models: Theory and Applications

by Andrew Harvey

2021-06-03 07:31:09

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Offering a broad overview of the state-of-the-art developments in the theory and applications of state space modeling, fourteen chapters from twenty-three contributors present a unique synthesis of state space methods and unobserved component models ... Read more
Offering a broad overview of the state-of-the-art developments in the theory and applications of state space modeling, fourteen chapters from twenty-three contributors present a unique synthesis of state space methods and unobserved component models important in a wide range of subjects. They include economics, finance, environmental science, medicine and engineering. A useful reference for all researchers and students who use state space methodology, this accessible volume makes a significant contribution to the advancement of the discipline. Less

Book Details

ISBN9781107407435
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Andrew Harvey
Author
Andrew Harvey is the author of Son of Man: The Mystical Path to Christ and more than thirty other books. He has also published several other collections of Rumi, including The Way of Passion. ...

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