State Space and Unobserved Component Models: Theory and Applications
- Author
- Andrew Harvey, Siem Jan Koopman, Neil Shephard
- Language
- English
- Year
- 2004
- Page
- 394
- ISBN
- 9780511617010,052183595X,0511617011,9780521835954
- File Type
- pdf
- File Size
- 4.9 MiB
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