Download or read book State Space and Unobserved Component Models written by Andrew Harvey and published by Cambridge University Press. This book was released on 2012-09-13 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.