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Add to list Added to list State-Space Methods for Time Series Analysis: Theory, Applications and Software
Jose Casals (Universidad Complutense de Madrid, Spain),Alfredo Garcia-Hiernaux (Universidad Complutense de Madrid, Spain),Miguel Jerez,Sonia Sotoca,A. Alexandre Trindade
Exploring the advantages of the state-space approach, this book presents numerous computational procedures that can be applied to a previously specified linear model in state-space form. It discusses model estimation…
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