State space and unobserved component models : theory and applications

著者

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

書誌事項

State space and unobserved component models : theory and applications

edited by Andrew Harvey, Siem Jan Koopman, Neil Shephard

Cambridge University Press, 2012

• : pbk

注記

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

First published 2004

First paperback edition 2012

• NII書誌ID(NCID): BB2237170X
• ISBN:
  • 9781107407435
• LCCN: 2003063508
• 出版国コード: uk
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Cambridge
• ページ数/冊数: xiv, 380 p.
• 大きさ: 25 cm
• 分類:
  • DC23 : 003
• 件名:
  • LCSH : State-space methods -- Congresses
  • LCSH : System analysis -- Congresses