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Smoothness Priors Analysis of Time Series
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Smoothness Priors Analysis of Time Series

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Smoothness Priors Analysis of Time Series addresses some of the problems of modeling stationary and nonstationary time series primarily from a Bayesian stochastic regression "smoothness priors" state space point of view.
Upplaga
1996 ed.
ISBN
9780387948195
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
1996-08-09
Sidor
280