State Space and Unobserved Component Models

Released on by James Durbin
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  • State Space and Unobserved Component Models Book Detail

  • Author : James Durbin
  • Release Date : 2004-06-10
  • Publisher : Cambridge University Press
  • Genre : Business & Economics
  • Pages : 398
  • ISBN 13 : 9780521835954
  • File Size : 26,26 MB
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State Space and Unobserved Component Models by James Durbin PDF Summary

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

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State-Space Models

State-Space Models

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State-space models as an important mathematical tool has been widely used in many different fields. This edited collection explores recent theoretical developme