Title Forecasting, structural time series models, and the Kalman filter / Andrew Harvey

Published Cambridge ; New York : Cambridge University Press, 1990

Copies

Location	Call no.	Vol.	Availability
MELB	519.55 Har/Fst		AVAILABLE

Description xvi, 554 pages : illustrations ; 23 cm Bibliography Includes bibliographical references (pages 529-542) and indexes Subject Time-series analysis. Kalman filtering. LC no. 89031417 ISBN 0521405734 paperback

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