State Space and Unobserved Component Models

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State Space and Unobserved Component Models

Andrew Harvey, Siem Jan Koopman, Neil Shephard

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State Space and Unobserved Component ModelsAndrew Harvey, Siem Jan Koopman, Neil Shephard

Andrew Harvey, Siem Jan Koopman, Neil ShephardPublished 2011

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Publisher	Cambridge University Press
Search language	english
ISBN_13	978-0-511-88943-1 primary

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Image source: Open Library
STATE SPACE AND UNOBSERVED COMPONENT MODELS: THEORY AND APPLICATIONS; ED. BY ANDREW HARVEY.
CAMBRIDGE UNIV PRESS, Cambridge University Press | Jul 12, 2004
State Space and Unobserved Comp...Andrew Harvey, Siem Jan Koopman, Neil Shephard
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State Space and Unobserved Component Models
Andrew Harvey, Siem Jan Koopman, Neil Shephard | Cambridge University Press | 2012
State Space and Unobserved Comp...Andrew Harvey, Siem Jan Koopman, Neil Shephard
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State Space and Unobserved Component Models
Andrew Harvey, Siem Jan Koopman, Neil Shephard | Cambridge University Press | 2010
State space and unobserved comp...
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State space and unobserved component models
Cambridge University Press | 2004