State space and unobserved component models : theory and applications

Author：Edited by Andrew Harvey, Siem Jan Koopman, Neil Shephard.
Publisher：Cambridge University Press
ISBN：9780511617010 (ebook) ; 9780521835954 (hardback)
Publication Date：2004
其他作者：Harvey, Andrew. ; Koopman, Siem Jan. ; Shephard, Neil.
語言：eng
出版地：Cambridge :
Description

1 online resource (394 p.)

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