State space and unobserved component models : theory and applications /

Bibliographic Details
Other Authors:	Durbin, J. (James), 1923-2012, Harvey, A. C. (Andrew C.), Koopman, S. J. (Siem Jan), Shephard, Neil
Format:	Book
Language:	English
Published:	Cambridge ; New York : Cambridge University Press, 2004.
Subjects:	State-space methods > Congresses. System analysis > Congresses.
Online Access:	Table of contents

Description
Physical Description:	xiv, 380 pages : illustrations ; 26 cm.
Bibliography:	Includes bibliographical references (pages 351-372) and indexes.
ISBN:	052183595X (hbk.)