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State space and unobserved component models : theory and applications / edited by Andrew C. Harvey, Siem Jan Koopman, Neil Shephard.

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LIBRA QA402 .S835 2004
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Format:
Book
Contributor:
Durbin, J. (James), 1923-2012.
Harvey, A. C. (Andrew C.)
Koopman, S. J. (Siem Jan)
Shephard, Neil
Class of 1953 Fund.
Language:
English
Subjects (All):
State-space methods--Congresses.
State-space methods.
System analysis--Congresses.
System analysis.
Genre:
Conference papers and proceedings.
Festschriften.
Physical Description:
xiii, 380 pages : illustrations ; 26 cm
Place of Publication:
New York : Cambridge University Press, 2004.
Notes:
Includes bibliographical references and indexes.
Local Notes:
Acquired for the Penn Libraries with assistance from the Class of 1953 Fund.
ISBN:
052183595X
OCLC:
223695660

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