Forecasting, structural time series models and the Kalman filter

Forecasting, structural time series models and the Kalman filter

Sonraí bibleagrafaíochta
Príomhchruthaitheoir: Harvey, Andrew C.
Formáid: LEABHAR
Teanga:English
Foilsithe / Cruthaithe: Cambridge Cambridge University Press c1989.
Ábhair:
Time-series analysis.
Kalman filtering.