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State space and unobserved component models : theory and applications : proceedings of a conference in honour of James Durbin

State space and unobserved component models : theory and applications : proceedings of a conference in honour of James Durbin edited by Andrew C. Harvey, Siem Jan Koopman, Neil Shephard - Cambridge Cambridge University Press 2004 - xiv, 380 p. : ill. ; 25 cm

Includes bibliographical references ( p. 351-372 ) and indexes

ISBN: 052183595X

ISSN: 2003063508

Subjects--Topical Terms:
State-space methods - Congresses
System analysis - Congresses

Dewey Class. No.: QA402 .S835 2004 003

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State space and unobserved component models : theory and applications : proceedings of a conference in honour of James Durbin

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