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:
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020 |a 0521405734  |z (paperback) 
050 1 4 |a QA280  |b .H38 1990 
082 0 |2 20  |a 519.5/5 
100 1 |a Harvey, Andrew 
245 1 0 |a Forecasting, structural time series models, and the Kalman filter /  |c Andrew Harvey 
260 |a Cambridge ; 
260 |a New York :  |b Cambridge University Press ,  |c 1990 . 
300 |a xvi, 554 p. :  |b ill. ;  |c 23 cm. 
504 |a Includes bibliographical references (p. 529-542) and indexes. 
650 1 0 |a Kalman filtering 
650 1 0 |a Time-series analysis 
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