LIBROS DEL AUTOR: miguel jerez

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  • State-Space Methods for Time Series Analysis
    Alfredo Garcia-Hiernaux / Jose Casals / Miguel Jerez
    Exploring the advantages of the state-space approach, this book presents numerous computational procedures that can be applied to a previously specified linear model in state-space form. It discusses model estimation and signal extraction; describes many procedures to combine, decompose, aggregate, and disaggregate a state-space form; and covers ...
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    97,38 €