Forecasting, structural time series models, and the Kalman filter
Harvey, Andrew C
Forecasting, structural time series models, and the Kalman filter - Cambridge Cambridge University Press 1989 - xvi,554 p. ill. 23 cm
9780521405737
89031417
Time-series analysis
Kalman filtering
QA280 / .H38 1989
519.55 / HA-F
Forecasting, structural time series models, and the Kalman filter - Cambridge Cambridge University Press 1989 - xvi,554 p. ill. 23 cm
9780521405737
89031417
Time-series analysis
Kalman filtering
QA280 / .H38 1989
519.55 / HA-F