Forecasting, structural time series models and the Kalman filter.
Harvey, Andrew.
Forecasting, structural time series models and the Kalman filter. - Cambridge : CUP, 1990. - xiv, 554 p.
0521415734 :
Time series analysis.
Kalman filtering.
QA280 / .H37
Forecasting, structural time series models and the Kalman filter. - Cambridge : CUP, 1990. - xiv, 554 p.
0521415734 :
Time series analysis.
Kalman filtering.
QA280 / .H37