Readings in unobserved components models

Rok: 2005

Messy time series : a unified approach

Autor: Harvey, A. C. 1947-, Penzer, Jeremy, Koopman, Siem-Jan, 1963-
Rok: 1997

Testing for a slowly changing level with special reference to stochastic volatility

Autor: Harvey, A. C. 1947-, Streibel, Mariane
Rok: 1996

Multivariate structural time series models

Autor: Harvey, A. C. 1947-, Koopman, Siem-Jan, 1963-
Rok: 1996