Forecasting, Structural time Series Models, and the Kalman Filter

Harvey, A. C.

Forecasting, Structural time Series Models, and the Kalman Filter / Andrew C Harvey - New York : Cambridge University Press, 1989. - xvi, 554p. 24cm.

9780521405737

Brijwasi Book Distributors :H-87, Lalita Park, Laxmi Nagar, Delhi 110092


Mathematics
Probabilities & applied mathematics
Time-series analysis.
Kalman filtering.
Kalman filtro.
A C Harvey
and Forecasting, structural time series models, and the Kalman filter

519.55 HAR

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