State Space and Unobserved Component Models

Download or read book State Space and Unobserved Component Models written by Andrew Harvey and published by Cambridge University Press. This book was released on 2012-09-13 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: Offering a broad overview of the state-of-the-art developments in the theory and applications of state space modeling, fourteen chapters from twenty-three contributors present a unique synthesis of state space methods and unobserved component models important in a wide range of subjects. They include economics, finance, environmental science, medicine and engineering. A useful reference for all researchers and students who use state space methodology, this accessible volume makes a significant contribution to the advancement of the discipline.