State Space and Unobserved Component Models: Theory and Applications

Unobserved

by: Andrew Harvey · Siem Jan Koopman · Neil Shephard

Hardcover

ISBN: 978-0-521-83595-4

ISBN-10: 0-521-83595-X

Cambridge University Press · 2004

See also:
2012PaperbackState Space and Unobserved Component Models: Theory and Applications
2010Printed Access CodeState Space and Unobserved Component Models: Theory and Applications