Forecasting, Structural Time Series Models and the Kalman Filter

by Andrew C. Harvey

Book Overview

In this book, Andrew Harvey sets out to provide a unified and comprehensive theory of structural time series models. Unlike the traditional ARIMA models, structural time series models consist... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 0521405734
• ISBN13: 9780521405737
• Release Date: April 1991
• Publisher: Cambridge University Press
• Length: 572 Pages
• Weight: 1.80 lbs.
• Dimensions: 1.4" x 6.0" x 9.1"