State space and unobserved component models
Subtitle: theory and applications
By: edited by Andrew C. Harvey, Siem Jan Koopman, Neil Shephard.
Contributors: Harvey, A. C.; Koopman, S. J.; Shephard, Neil.
Publisher: Cambridge University Press
Published: 2004
Place of publication: Cambridge; New York
Language: eng
Number of pages: 380
Subjects: State-space methods -- Congresses.; System analysis -- Congresses.
Genres: Congresses.
Notes: Includes bibliographical references and indexes.