Forecasting, structural time series models and the Kalman filter
Enregistré dans:
| Auteur principal: | |
|---|---|
| Support: | Livre |
| Langue: | Anglais |
| Publié: |
Cambridge :
Cambridge University Press,
1992.
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| Sujets: |
| LEADER | 00504nam a22001817a 4500 | ||
|---|---|---|---|
| 001 | 8750 | ||
| 008 | 960401s1992 xxe ||| |||| 00| 0 eng d | ||
| 041 | 0 | |a eng | |
| 082 | |a 519.57 | ||
| 100 | |a Harvey, Andrew C. | ||
| 245 | 1 | 0 | |a Forecasting, structural time series models and the Kalman filter |c Andrew C. Harvey. |
| 260 | |a Cambridge : |b Cambridge University Press, |c 1992. | ||
| 300 | |a XVI-554 p. | ||
| 650 | |a Séries chronologiques. | ||
| 650 | |a Kalman, filtrage de. | ||
| 993 | |a Livre | ||
| 994 | |a PS | ||
| 997 | |0 8750 | ||