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

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Publication details: Cambridge Cambridge University Press 2004Description: xiv, 380 p. : ill. ; 25 cmISBN:

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

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