State Space and Unobserved Component Models: Theory and Applications : Proceedings of a Conference in Honour of James Durbin
J. Durbin, A. C. Harvey, S. J. Koopman, Neil ShephardISBN: 052183595X; 9780521835954;
Offering a broad overview of the state-of-the-art developments in the theory and applications of state space modeling, fourteen chapters from twenty-three contributors present a unique synthesis of state space methods and unobserved component models important in a wide range of subjects. They include economics, finance, environmental science, medicine and engineering. A useful reference for all researchers and students who use state space methodology, this accessible volume makes a significant contribution to the advancement of the discipline.