Forecasting, Structural Time Series Models and the Kalman Filter

By: Harvey, Andrew C.

Price: $55.00

Quantity: 1 available

Book Condition: Very Good-


554 pp. Reference. Index. Light edgewear, corners rubbed. Describes a comprehensive theory of structural time series models. Heavy book. ; 8vo 8" - 9" tall

Title: Forecasting, Structural Time Series Models and the Kalman Filter

Author Name: Harvey, Andrew C.

Categories: Reference,

Publisher: Cambridge, Cambridge University Press: 1989

Binding: Softcover

Book Condition: Very Good-

Seller ID: REF1311

Keywords: Mathematics ECONOMICS Statistics Time-series Analysis Kalman Filtering