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State Space and Unobserved Component Models
Theory And Applications
- Editore:
Cambridge University Press
- EAN:
9781107407435
- ISBN:
1107407435
- Pagine:
- 398
- Formato:
- Paperback
- Lingua:
- Inglese
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Descrizione State Space and Unobserved Component Models
This 2004 volume offers a broad overview of developments in the theory and applications of state space modeling. With contributions from renowned experts, it offers a unique synthesis of state space methods and unobserved component models, important in a wide range of subjects, including economics, finance, medicine and engineering.
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