State space and unobserved component models: theory and applications : proceedings of a conference in honour of James Durbin
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,...
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| Weitere Verfasser: | , , , |
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge
Cambridge University Press
2004
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| Schlagworte: | |
| Online-Zugang: | BSB01 FHN01 UBG01 URL des Erstveröffentlichers |
| Zusammenfassung: | 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 |
| Beschreibung: | Title from publisher's bibliographic system (viewed on 05 Oct 2015) |
| Beschreibung: | 1 online resource (xiv, 380 pages) |
| ISBN: | 9780511617010 |
| DOI: | 10.1017/CBO9780511617010 |
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| spelling | State space and unobserved component models theory and applications : proceedings of a conference in honour of James Durbin edited by Andrew C. Harvey, Siem Jan Koopman, Neil Shephard State Space & Unobserved Component Models Cambridge Cambridge University Press 2004 1 online resource (xiv, 380 pages) txt rdacontent c rdamedia cr rdacarrier Title from publisher's bibliographic system (viewed on 05 Oct 2015) 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 State-space methods / Congresses System analysis / Congresses Zustandsraum (DE-588)4132647-7 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf (DE-588)1071861417 Konferenzschrift gnd-content Zeitreihenanalyse (DE-588)4067486-1 s Zustandsraum (DE-588)4132647-7 s 1\p DE-604 Durbin, James 1923-2012 (DE-588)170383393 edt Harvey, Andrew C. 1947- (DE-588)121875032 edt Koopman, S. J. edt Shephard, Neil edt Erscheint auch als Druckausgabe 978-0-521-83595-4 Erscheint auch als Druckausgabe 978-1-107-40743-5 https://doi.org/10.1017/CBO9780511617010 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | State space and unobserved component models theory and applications : proceedings of a conference in honour of James Durbin State-space methods / Congresses System analysis / Congresses Zustandsraum (DE-588)4132647-7 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd |
| subject_GND | (DE-588)4132647-7 (DE-588)4067486-1 (DE-588)1071861417 |
| title | State space and unobserved component models theory and applications : proceedings of a conference in honour of James Durbin |
| title_alt | State Space & Unobserved Component Models |
| title_auth | State space and unobserved component models theory and applications : proceedings of a conference in honour of James Durbin |
| title_exact_search | State space and unobserved component models theory and applications : proceedings of a conference in honour of James Durbin |
| title_full | State space and unobserved component models theory and applications : proceedings of a conference in honour of James Durbin edited by Andrew C. Harvey, Siem Jan Koopman, Neil Shephard |
| title_fullStr | State space and unobserved component models theory and applications : proceedings of a conference in honour of James Durbin edited by Andrew C. Harvey, Siem Jan Koopman, Neil Shephard |
| title_full_unstemmed | State space and unobserved component models theory and applications : proceedings of a conference in honour of James Durbin edited by Andrew C. Harvey, Siem Jan Koopman, Neil Shephard |
| title_short | State space and unobserved component models |
| title_sort | state space and unobserved component models theory and applications proceedings of a conference in honour of james durbin |
| title_sub | theory and applications : proceedings of a conference in honour of James Durbin |
| topic | State-space methods / Congresses System analysis / Congresses Zustandsraum (DE-588)4132647-7 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd |
| topic_facet | State-space methods / Congresses System analysis / Congresses Zustandsraum Zeitreihenanalyse Konferenzschrift |
| url | https://doi.org/10.1017/CBO9780511617010 |
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