Forecasting, structural time series models, and the Kalman filter

Harvey, A. C

Forecasting, structural time series models, and the Kalman filter Andrew Harvey - 1st ed - Cambridge Cambridge University Press 1989 - xvi, 554 p. : ill. ; 23 cm

Includes bibliographical references (p. 529-542) and indexes

9780521405737

89031417


Kalman filtering
Time-series analysis

519.55 HRA

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