State space and unobserved component models : theory and applications: Proceedings of a conference in honour of James Durbin/
edited by Andrew Harvey , Siem Jan Koopman , Neil Shephard
- Cambridge : The University Press, 2004
- xiv , 380p.; 26 cm.
Includes bibl. references and index
052183595X £ 30.00
State-space methods--Congresses System analysis--Congresses