State Space and Unobserved Component Models: Theory and Applications (English) P
76,78 €
State Space and Unobserved Component Models. The book is divided into four sections: introductory papers, testing, Bayesian inference and the bootstrap, and applications. It will give those unfamiliar with state space models a flavour of the work being carried out as well as providing experts with valuable state of the art summaries of different topics.
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