State Space and Unobserved Component Models
Subtitle: Theory and Applications
Contributors: Andrew Harvey (Editor); Siem Jan Koopman (Editor); Neil Shephard (Editor)
Publisher: Cambridge University Press
Published: July 12, 2004
Language: eng
Format: Hardcover
Number of pages: 394
ISBN-13: 9780521835954
Subjects: Economic statistics; Econometrics; Business / Economics / Finance; Business & Economics; Business/Economics; State-space methods; Business & Economics / Econometrics; Congresses; System analysis
First sentence: The paper presents a broad general review of the state space approach to time series analysis.