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Readings in Unobserved Components Models PDF

475 Pages·2005·2.711 MB·English
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by Andrew C. Harvey, Tommaso Proietti| 2005| 475 pages| 2.711| English

About Readings in Unobserved Components Models

This volume presents a collection of readings which give the reader an idea of the nature and scope of unobserved components (UC) models and the methods used to deal with them. The book is intended to give a self-contained presentation of the methods and applicative issues. Harvey has made major contributions to this field and provides substantial introductions throughout the book to form a unified view of the literature.

Detailed Information

Author:Andrew C. Harvey, Tommaso Proietti
Publication Year:2005
ISBN:199278695
Pages:475
Language:English
File Size:2.711
Format:PDF
Price:FREE
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