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State space and unobserved component models : Theory and Applications

£14.99

Product description

The book is in a very good condition. Externally the front bottom corner on the cover is damaged and on the rear cover the bottom left has been bumped. There is also a mark where a previous price sticker has been removed. Internally there is a slight crease to the bottom corner well outside the text but otherwise the pages are in a very good condition

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.

Item details

Author(s):
edited by Andrew Harvey, Siem Jan Koopman, and Neil Shephard
Condition:
Used: very good
Dimensions:
17.9 x 3 x 25.4 cm
Edition:
1st
Format:
Hardback
ISBN-10:
052183595X
ISBN-13:
9780521835954
Number of pages:
380
Publisher:
Cambridge University Press
Title:
State space and unobserved component models : Theory and Applications

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About this item

The book is in a very good condition. Externally the front bottom corner on the cover is damaged and on the rear cover the bottom left has been bumped. There is also a mark where a previous price sticker has been removed. Internally there is a slight crease to the bottom corner well outside the text but otherwise the pages are in a very good condition

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.

Author(s):
edited by Andrew Harvey, Siem Jan Koopman, and Neil Shephard
Condition:
Used: very good
Dimensions:
17.9 x 3 x 25.4 cm
Edition:
1st
Format:
Hardback
ISBN-10:
052183595X
ISBN-13:
9780521835954
Number of pages:
380
Publisher:
Cambridge University Press
Title:
State space and unobserved component models : Theory and Applications

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