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A NON-GAUSSIAN FAMILY OF STATE-SPACE MODELS WITH EXACT MARGINAL LIKELIHOOD
Gamerman, Dani
;
Santos, Thiago Rezende
;
Franco, Glaura C.
- In:
Journal of Time Series Analysis
34
(
2013
)
6
,
pp. 625-645
Persistent link: https://www.econbiz.de/10010713447
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