State Space and Unobserved Component Models
Download or Read eBook State Space and Unobserved Component Models PDF 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.
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
Book excerpt: A comprehensive overview of developments in the theory and application of state space modeling, first published in 2004.