TY  - BOOK
AU  - Durbin,J.
AU  - Harvey,A.C.
AU  - Koopman,S.J.
AU  - Shephard,Neil
TI  - State space and unobserved component models: theory and applications : proceedings of a conference in honour of James Durbin 
SN  - 9780511617010 (ebook)
AV  - QA402 .S835 2004
U1  - 003 22
PY  - 2004///
CY  - Cambridge
PB  - Cambridge University Press
KW  - State-space methods
KW  - Congresses
KW  - System analysis
N1  - Title from publisher's bibliographic system (viewed on 05 Oct 2015)
N2  - 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
UR  - https://doi.org/10.1017/CBO9780511617010
ER  -