Forecasting, structural time series models and the Kalman filter

• Main Author: Harvey, Andrew C.
• Format: Book
• Language: English
• Published: Cambridge Cambridge University Press 1989
• Subjects: Ανάλυση χρονολογικών σειρών; Στατιστική
• Physical Description: xvi, 554 p. fig.,tab. 23 cm
• Bibliography: Includes bibliographical references and index
• ISBN: 0521405374