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State Space and Unobserved Component Models: Theory and Applications
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State Space and Unobserved Component Models: Theory and Applications Paperback - 2012

by Andrew Harvey

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New. New Book; Fast Shipping from UK; Not signed; Not First Edition; This 2004 volume offers a broad overview of developments in the theory and applications of state space modeling. With contributions from renowned experts, it offers a unique synthesis of state space methods and unobserved component mode
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