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1. 

   Readings in Unobserved Components Models

   Av Harvey, Proietti

   Häftad, 2005

   1356 kr

   Lägg i varukorg

   This book presents a collection of readings which give the reader an idea of the nature and scope of unobserved components (UC) models and the methods used to deal with them. It contains four parts, three of which concern recent theoretical developments in classical and Bayesian estimation of …