State space and unobserved component models: Theory and applications

State Space and Unobserved Component Models: Theory and Applications

Volumn , Issue , 2004, Pages 1-380

  Harvey, Andrew ^a   Jan Koopman, Siem ^b   Shephard, Neil ^c  

^a University of Cambridge   (United Kingdom)

^b VU UNIVERSITY AMSTERDAM   (Netherlands)

^c NUFFIELD COLLEGE   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84926127867     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1017/CBO9780511617010     Document Type: Book

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