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Paperback Forecasting, Structural Time Series Models and the Kalman Filter Book
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ISBN: 0521405734

ISBN13: 9780521405737

Forecasting, Structural Time Series Models and the Kalman Filter

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Format: Paperback

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Book Overview

In this book, Andrew Harvey sets out to provide a unified and comprehensive theory of structural time series models. Unlike the traditional ARIMA models, structural time series models consist... This description may be from another edition of this product.

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Business Business & Finance Business & Investing Econometrics Economics Math Mathematics Popular Economics Science & Math Statistics

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