Forecasting, structural time series models, and the Kalman filter /
Harvey, A. C.
Forecasting, structural time series models, and the Kalman filter / Andrew Harvey. - Cambridge ; New York : Cambridge University Press, 1989. - xvi, 554 p. : ill. ; 23 cm.
Includes bibliographical references (p. 529-542) and indexes.
0521405734 (paperback)
Time-series analysis.
Kalman filtering.
519.55
Forecasting, structural time series models, and the Kalman filter / Andrew Harvey. - Cambridge ; New York : Cambridge University Press, 1989. - xvi, 554 p. : ill. ; 23 cm.
Includes bibliographical references (p. 529-542) and indexes.
0521405734 (paperback)
Time-series analysis.
Kalman filtering.
519.55