State Space and Unobserved Component Models

State Space and Unobserved Component Models
Author: James Durbin
Publisher: Cambridge University Press
Total Pages: 398
Release: 2004-06-10
Genre: Business & Economics
ISBN: 9780521835954

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


State Space and Unobserved Component Models
Language: en
Pages: 398
Authors: James Durbin
Categories: Business & Economics
Type: BOOK - Published: 2004-06-10 - Publisher: Cambridge University Press

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A comprehensive overview of developments in the theory and application of state space modeling, first published in 2004.
State Space and Unobserved Component Models
Language: en
Pages: 0
Authors: Andrew Harvey
Categories:
Type: BOOK - Published: 2004 - Publisher:

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State Space and Unobserved Component Models
Language: en
Pages: 380
Authors: Andrew C. Harvey
Categories: State-space methods
Type: BOOK - Published: 2004 - Publisher:

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Time Series Modelling with Unobserved Components
Language: en
Pages: 275
Authors: Matteo M. Pelagatti
Categories: Mathematics
Type: BOOK - Published: 2015-07-28 - Publisher: CRC Press

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Despite the unobserved components model (UCM) having many advantages over more popular forecasting techniques based on regression analysis, exponential smoothin
State-Space Models
Language: en
Pages: 358
Authors: Yong Zeng
Categories: Business & Economics
Type: BOOK - Published: 2013-08-15 - Publisher: Springer Science & Business Media

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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