State space and unobserved component models : theory and applications / edited by Andrew Harvey, Siem Jan Koopman, Neil Shephard.
| Format | Book |
| Publication Info | Cambridge, UK ; New York : Cambridge University Press, 2004. |
| Description | xiv, 380 pages : illustrations ; 26 cm |
| Supplemental Content | Publisher description |
| Supplemental Content | Table of contents |
| Subjects |
| Other author/creator | Durbin, J. (James), 1923-2012. |
| Other author/creator | Harvey, A. C. (Andrew C.) |
| Other author/creator | Koopman, S. J. (Siem Jan) |
| Other author/creator | Shephard, Neil. |
| Bibliography note | Includes bibliographical references (p. 351-372) and indexes. |
| LCCN | 2003063508 |
| ISBN | 052183595X (hbk.) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Joyner | General Stacks | QA402 .S835 2004 | ✔ Available | Place Hold |