State Space and Unobserved Component Models: Theory and Applications

by: Andrew Harvey · Siem Jan Koopman · Neil Shephard

Printed Access Code

ISBN: 978-0-511-61701-0

ISBN-10: 0-511-61701-1

Cambridge University Press · 2010

See also:
2012PaperbackState Space and Unobserved Component Models: Theory and Applications
2004HardcoverState Space and Unobserved Component Models: Theory and Applications