The book blends readability and accessibility common to undergraduate control systems texts with the mathematical rigor necessary to form a solid theoretical fo

State-space models as an important mathematical tool has been widely used in many different fields. This edited collection explores recent theoretical developme

Both state-space models and Markov switching models have been highly productive paths for empirical research in macroeconomics and finance. This book presents r

Bayesian Inference of State Space Models: Kalman Filtering and Beyond offers a comprehensive introduction to Bayesian estimation and forecasting for state space

State space models play a key role in the estimation of time-varying sensitivities in financial markets. The objective of this book is to analyze the relative m