Umfang:
1 Online-Ressource (xiv, 380 pages)
,
digital, PDF file(s)
ISBN:
9780511617010
Inhalt:
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
Anmerkung:
Title from publisher's bibliographic system (viewed on 05 Oct 2015)
Weitere Ausg.:
ISBN 9780521835954
Weitere Ausg.:
ISBN 9781107407435
Weitere Ausg.:
Erscheint auch als Druck-Ausgabe ISBN 9780521835954
Sprache:
Englisch
Fachgebiete:
Wirtschaftswissenschaften
DOI:
10.1017/CBO9780511617010
URL:
Volltext
(lizenzpflichtig)
URL:
Volltext
(lizenzpflichtig)
Mehr zum Autor:
Harvey, Andrew C. 1947-
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