State Space and Unobserved Component Models: Theory and Applications

State Space and Unobserved Component Models: Theory and Applications

by Andrew Harvey (Editor)

Synopsis

A comprehensive overview of developments in the theory and application of state space modeling, first published in 2004.

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10 in stock

More Information

Format: Paperback
Pages: 396
Edition: Reprint
Publisher: Cambridge University Press
Published: 13 Sep 2012

ISBN 10: 1107407435
ISBN 13: 9781107407435