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State Space and Unobserved Component Models: Theory and Applications
Author(s) -
Thomas Len
Publication year - 2005
Publication title -
journal of the royal statistical society: series a (statistics in society)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.103
H-Index - 84
eISSN - 1467-985X
pISSN - 0964-1998
DOI - 10.1111/j.1467-985x.2005.358_5.x
Subject(s) - citation , component (thermodynamics) , state (computer science) , space (punctuation) , state space , computer science , mathematical economics , library science , mathematics , statistics , algorithm , physics , thermodynamics , operating system