State Space and Unobserved Component Models
| Author | : James Durbin |
| Publisher | : Cambridge University Press |
| Total Pages | : 398 |
| Release | : 2004-06-10 |
| ISBN-10 | : 052183595X |
| ISBN-13 | : 9780521835954 |
| Rating | : 4/5 (5X Downloads) |
Book Synopsis State Space and Unobserved Component Models by : James Durbin
Download or read book State Space and Unobserved Component Models written by James Durbin and published by Cambridge University Press. This book was released on 2004-06-10 with total page 398 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive overview of developments in the theory and application of state space modeling, first published in 2004.