Forecasting, structural time series models and the Kalman Filter / Andrew C. Harvey

Harvey, Andrew, 1947-

Forecasting, structural time series models and the Kalman Filter / Andrew C. Harvey - 1st pub., rep. - Cambridge : Cambridge University Press, 1990 - XVI, 554 p. ; 23 cm.

Bibliografía .- Indice

0-521-32196-4


Análisis de series temporales
Kalman, Filtro de
Econometría

Con tecnología Koha