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State space and unobserved component models : theory and applications /

State space and unobserved component models : theory and applications / edited by Andrew Harvey, Siem Jan Koopman, Neil Shephard - Cambridge : Cambridge Univ. Press, 2004 - 380 p. : ill.

Includes bibliographical references and indexes

ISBN: 052183595X

Subjects--Topical Terms:
STATE-SPACE METHODS--CONGRESSES
SYSTEM ANALYSIS--CONGRESSES

LC Class. No.: QA402 / S727

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State space and unobserved component models : theory and applications /

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