State Space and Unobserved Component Models
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Published By Cambridge University Press

9780521835954, 9780511617010, 9781107407435

Author(s):  
David S. Stoffer ◽  
Kent D. Wall

Author(s):  
Ole E. Barndorff-Nielsen ◽  
Bent Nielsen ◽  
Neil Shephard ◽  
Carla Ysusi

Author(s):  
Eric Zivot ◽  
Jeffrey Wang ◽  
Siem Jan Koopman
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Author(s):  
Andrew C. Harvey

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