State space and unobserved component models : theory and applications / edited by Andrew Harvey, Siem Jan Koopman, Neil Shephard.

Format Book
Publication InfoCambridge, UK ; New York : Cambridge University Press, 2004.
Descriptionxiv, 380 pages : illustrations ; 26 cm
Supplemental ContentPublisher description
Supplemental ContentTable of contents
Subjects

Other author/creatorDurbin, J. (James), 1923-2012.
Other author/creatorHarvey, A. C. (Andrew C.)
Other author/creatorKoopman, S. J. (Siem Jan)
Other author/creatorShephard, Neil.
Bibliography noteIncludes bibliographical references (p. 351-372) and indexes.
LCCN 2003063508
ISBN052183595X (hbk.)

Availability

Library Location Call Number Status Item Actions
Joyner General Stacks QA402 .S835 2004 ✔ Available Place Hold