State space and unobserved component models : theory and applications /

Opis

    State space and unobserved component models : theory and applications / ed. by Andrew Harvey, Siem Jan Koopman, Neil Shephard. 1st paperback ed.

    New York : Cambridge University Press, 2012. XIV, 380 s. : il. ; 26 cm.
   
Tyt. z CIP: State space and unobserved component models : theory and applications : proceedings of a conference in honour of James Durbin.    
Druk cyfrowy.

    ISBN 0-521-83595-X     ISBN 978-0-521-83595-4     ISBN 978-1-107-40743-5

   
T.16760        UKD: 303.2:004.414.23:515.1]=111