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Multivariate structural time series models

A. C. Harvey

Publication Data

Title Multivariate structural time series models
Author A. C. Harvey
Contributors Siem Jan Koopman, Suntory Centre
Publisher Suntory Centre
Publication date 1996
Publication location London
Language English

Topics

Time-series analysis
Multivariate analysis

Catalogue Data

OBNB ID GB9654287
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 48 p.
P1042 Includes bibliographical references.

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Multivariate structural time series models by A. C. Harvey. Published by Suntory Centre in 1996. Publication and catalogue information, links to buy online and reader comments.

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