State Space And Unobserved Component Models
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State Space and Unobserved Component Models
| Author | : James Durbin |
| Publisher | : Cambridge University Press |
| Total Pages | : 398 |
| Release | : 2004-06-10 |
| Genre | : Business & Economics |
| ISBN | : 9780521835954 |
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A comprehensive overview of developments in the theory and application of state space modeling, first published in 2004.
