Introduction to state space time series analysis

State Space and Unobserved Component Models: Theory and Applications

Volumn , Issue , 2004, Pages 3-25

  Durbin, James ^a  

^a LONDON SCHOOL OF ECONOMICS   (United Kingdom)

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EID: 84861661547     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1017/CBO9780511617010.002     Document Type: Chapter

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