State Space and Unobserved Component Models: Theory and Applications

S.J. Koopman (Editor), A.C. Harvey (Editor), N. Shephard (Editor)

Research output: Book / ReportBook editingAcademic

Original languageEnglish
Place of PublicationCambridge, UK
PublisherCambridge University Press
Number of pages393
Publication statusPublished - 2004

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