Forecasting structural time series models and the kalman filter
"Harvey, Andrew C"
Forecasting structural time series models and the kalman filter - Cambridge Cambridge Uni Press 1990 - "xvi,554p. : ill. ;23cm."
includes bibliographical references and index
0521321964
Kalman filtering
Time series analysis
Forecasting structural time series models and the kalman filter - Cambridge Cambridge Uni Press 1990 - "xvi,554p. : ill. ;23cm."
includes bibliographical references and index
0521321964
Kalman filtering
Time series analysis