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State Space and Unobserved Component Models: Theory and Applications
Len Thomas
DOI: 10.1111/j.1467-985x.2005.358_5.x
Journal of the Royal Statistical Society Series A (Statistics in Society)
Data up to Jan 2025
Published
2005
Citations
34
References
1
Fields
Computer science
Mathematics
Physics
Mathematical economics
Library science
Statistics
+3 more
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Abstract
References (1)
Time Series Analysis by State Space Methods
2001 • 1,549 citations
Cited By (0)
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