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

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	State space and unobserved component models :/ edited by Andrew C. Harvey, Siem Jan Koopman, Neil Shephard.
其他題名:	theory and applications : proceedings of a conference in honour of James Durbin /
其他題名:	State Space & Unobserved Component Models
其他作者:	Shephard, Neil,
面頁冊數:	1 online resource (xiv, 380 pages) :digital, PDF file(s). :
附註:	Title from publisher's bibliographic system (viewed on 05 Oct 2015).
標題:	System analysis -
電子資源:	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:

568711
System analysis

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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