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Author
Harvey, Andrew.
Title
Forecasting, structural time series models and the Kalman filter / Andrew Harvey.
Imprint
Cambridge ; New York : Cambridge University Press, 1989.
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OPAC Message
Status
Axe 2nd Floor Stacks
519.55 H262f
---
Available
Description
xvi, 554 p. : ill. ; 24 cm.
Note
Includes index.
Bibliography
Bibliography: p. 529-542.
Subject
Time-series analysis.
Kalman filtering.
ISBN
0521321964
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