Forecasting, structural time series models, and the Kalman filter /
Main Author: | |
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Format: | Book |
Language: | English |
Published: |
Cambridge ;
Cambridge University Press ,
1990 .
New York : |
Subjects: |
Physical Description: | xvi, 554 p. : ill. ; 23 cm. |
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Bibliography: | Includes bibliographical references (p. 529-542) and indexes. |
ISBN: | 0521405734 |