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State space and unobserved component models : = theory and applications : proceedings of a conference in honour of James Durbin /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	State space and unobserved component models :/ edited by Andrew C. Harvey, Siem Jan Koopman, Neil Shephard.
Reminder of title:	theory and applications : proceedings of a conference in honour of James Durbin /
remainder title:	State Space & Unobserved Component Models
other author:	Durbin, J.
Description:	1 online resource (xiv, 380 pages) :digital, PDF file(s). :
Notes:	Title from publisher's bibliographic system (viewed on 05 Oct 2015).
Subject:	State-space methods - Congresses. -
Online resource:	https://doi.org/10.1017/CBO9780511617010
ISBN:	9780511617010 (ebook)

State space and unobserved component models : = theory and applications : proceedings of a conference in honour of James Durbin /
State space and unobserved component models :theory and applications : proceedings of a conference in honour of James Durbin /State Space & Unobserved Component Modelsedited by Andrew C. Harvey, Siem Jan Koopman, Neil Shephard. - 1 online resource (xiv, 380 pages) :digital, PDF file(s).

Title from publisher's bibliographic system (viewed on 05 Oct 2015).

This 2004 volume offers a broad overview of developments in the theory and applications of state space modeling. With fourteen chapters from twenty-three contributors, it offers a unique synthesis of state space methods and unobserved component models that are important in a wide range of subjects, including economics, finance, environmental science, medicine and engineering. The book is divided into four sections: introductory papers, testing, Bayesian inference and the bootstrap, and applications. It will give those unfamiliar with state space models a flavour of the work being carried out as well as providing experts with valuable state of the art summaries of different topics. Offering a useful reference for all, this accessible volume makes a significant contribution to the literature of this discipline.

ISBN: 9780511617010 (ebook)Subjects--Topical Terms:

802900
State-space methods
--Congresses.

LC Class. No.: QA402 / .S835 2004

Dewey Class. No.: 003

State space and unobserved component models : = theory and applications : proceedings of a conference in honour of James Durbin /
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500 $a Title from publisher's bibliographic system (viewed on 05 Oct 2015).
520 $a This 2004 volume offers a broad overview of developments in the theory and applications of state space modeling. With fourteen chapters from twenty-three contributors, it offers a unique synthesis of state space methods and unobserved component models that are important in a wide range of subjects, including economics, finance, environmental science, medicine and engineering. The book is divided into four sections: introductory papers, testing, Bayesian inference and the bootstrap, and applications. It will give those unfamiliar with state space models a flavour of the work being carried out as well as providing experts with valuable state of the art summaries of different topics. Offering a useful reference for all, this accessible volume makes a significant contribution to the literature of this discipline.
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