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