State space and unobserved component models：theory and applications : proceedings of a conference in honour of James Durbin

Group Author: Durbin J.; (James), 1923-; Harvey A. C.; (Andrew C.); Koopman S. J.; (Siem Jan); Shephard Neil.
Published: Cambridge University Press,
Publication Dates: 2004.
Call Number: N945.1-532/S797/[2002]