State space and unobserved component models : theory and applications

Author(s)

• Harvey, A. C. (Andrew C.)
• Koopman, Siem Jan
• Shephard, Neil

Bibliographic Information

State space and unobserved component models : theory and applications

edited by Andrew Harvey, Siem Jan Koopman, Neil Shephard

Cambridge University Press, 2012

• : pbk

Note

Includes bibliographical references (p. 351-372) and indexes

First published 2004

First paperback edition 2012

Details

• NCID: BB2237170X
• ISBN:
  • 9781107407435
• LCCN: 2003063508
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Cambridge
• Pages/Volumes: xiv, 380 p.
• Size: 25 cm
• Classification:
  • DC23 : 003
• Subject Headings:
  • LCSH : State-space methods -- Congresses
  • LCSH : System analysis -- Congresses