Time series analysis of non-Gaussian observations based on state space models from both classical and Bayesian perspectives
Year of publication: |
1998
|
---|---|
Authors: | Durbin, James ; Koopman, Siem Jan |
Publisher: |
Tilburg |
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
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