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Time series
Harvey, Andrew C.
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1994
Persistent link: https://www.econbiz.de/10000898299
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State space and unobserved component models : theory and applications
Harvey, Andrew C.
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Koopman, Siem Jan
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2004
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Persistent link: https://www.econbiz.de/10009681752
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Readings in unobserved components models
Harvey, Andrew C.
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Proietti, Tommaso
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2005
Persistent link: https://www.econbiz.de/10002421308
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