State space and unobserved component models :  theory and applications : proceedings of a conference in honour of James Durbin / 
 State Space & Unobserved Component Models 
edited by Andrew C. Harvey, Siem Jan Koopman, Neil Shephard. 
 - Cambridge :  Cambridge University Press,  2004. 
 - 1 online resource (xiv, 380 pages) :  digital, PDF file(s). 
<br/><br/> Title from publisher's bibliographic system (viewed on 05 Oct 2015). 
<br/><br/> This 2004 volume offers a broad overview of developments in the theory and applications of state space modeling. With fourteen chapters from twenty-three contributors, it offers a unique synthesis of state space methods and unobserved component models that are important in a wide range of subjects, including economics, finance, environmental science, medicine and engineering. The book is divided into four sections: introductory papers, testing, Bayesian inference and the bootstrap, and applications. It will give those unfamiliar with state space models a flavour of the work being carried out as well as providing experts with valuable state of the art summaries of different topics. Offering a useful reference for all, this accessible volume makes a significant contribution to the literature of this discipline. 
<br/><br/><label>ISBN: </label>9780511617010 (ebook) 
<br/><br/><label>Subjects--Topical Terms: </label><br/>State-space methods--Congresses.<br/>System analysis--Congresses.
<br/><br/><label>LC Class. No.: </label>QA402  / .S835 2004 
<br/><br/><label>Dewey Class. No.: </label>003