Forecasting, structural time series models and the Kalman filter
Harvey, Andrew C.
Forecasting, structural time series models and the Kalman filter by Andrew C. Harvey - Cambridge Cambridge University Press 1990 - xvi, 554p.
0521405734
519.55 / N901
Forecasting, structural time series models and the Kalman filter by Andrew C. Harvey - Cambridge Cambridge University Press 1990 - xvi, 554p.
0521405734
519.55 / N901