Forecasting, structural time series models, and the Kalman filter /

Bibliographic Details
Main Author:	Harvey, A. C. (Andrew C.)
Corporate Author:	Cambridge University Press
Format:	eBook
Language:	English
Published:	Cambridge ; New York : Cambridge University Press, 1989.
Subjects:	Time-series analysis. Kalman filtering. Série chronologique. Filtre de Kalman. MATHEMATICS > Applied. MATHEMATICS > Probability & Statistics > General. Techniques de prévision. Modèles économétriques. Kalman-Filter Zeitreihenanalyse Tijdreeksen. Kalman-filters. Modellen. Prognoses. Kalman, filtrage de. Kalman-Filter. Zeitreihenanalyse. Electronic books.
Online Access:	Connect to the full text of this electronic book

Description
Physical Description:	1 online resource ( xvi, 554 pages) : illustrations.
Bibliography:	Includes bibliographical references (pages 529-542) and indexes.
ISBN:	9781107720039 1107720036 9781107049994 1107049997 9781107715905 1107715903 9781107714557 1107714559
DOI:	10.1017/CBO9781107049994