Forecasting, Structural Time Series Models and the Kalman Filter

Title:
Forecasting, Structural Time Series Models and the Kalman Filter
Author:
Harvey
Subject:
Economics; History of Ideas and Intellectual History; History of Philosophy; Nineteenth-Century Philosophy
Publisher:
Cambridge University Press
Description:
Books for Research
Indentifiers:
E-ISBN: 9781107049994; 9780521321969 ISBN: 9780521405737
Collection:
Cambridge University Press