Forecasting, structural time series models, and the Kalman filter /

Main Author: Harvey, Andrew
Format: Book
Language:English
Published: Cambridge ; Cambridge University Press , 1990 .
New York :
Subjects:
Physical Description:xvi, 554 p. : ill. ; 23 cm.
Bibliography:Includes bibliographical references (p. 529-542) and indexes.
ISBN:0521405734