State space and unobserved component models : theory and applications: Proceedings of a conference in honour of James Durbin - Durbin, J. (James), 1923 -; Harvey, Andrew; Koopman, S. J. (Siem Jan); Shephard, Neil (Cambridge : The University Press, 2004)
Includes bibl. references and index
Keywords: State-space methods -- Congresses; System analysis -- Congresses