Forecasting, Structural Time Series Models and the Kalman Filter

Shelfclass_id	2.L
Sortkey	HARVEY, ANDREW C
Authors	Andrew C. Harvey, A. C. Harvey
Title	Forecasting, Structural Time Series Models and the Kalman Filter
Publisher	Cambridge University Press
Year	1990
Languages	eng
Isbn	0521405734
Description	(paperback) xvi, 554 p. ill. 23 cm
Record date	20060622
Location	New York
Keywords	Time-series analysis, Kalman filtering
Urlnote	Table of contents
Urls	http://www.loc.gov/catdir/toc/cam028/89031417.html