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Forecasting, structural time series models and the Kalman filter
This book is concerned with modelling economic and social time series and with addressing the special problems which the treatment of such series pose.
Autor principal: | Harvey, Andrew C |
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Lenguaje: | eng |
Publicado: |
Cambridge University Press
1990
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Materias: | |
Acceso en línea: | http://cds.cern.ch/record/1663342 |
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