Smoothness priors analysis of time series
By: Genshiro Kitagawa, Will Gersch.
Contributors: Gersch, Will.
Series: Lecture notes in statistics ;; 116; Lecture notes in statistics (Springer-Verlag) ;; v. 116.
Publisher: Springer
Published: 1996
Place of publication: New York
Language: eng
Number of pages: 261
Subjects: Time-series analysis
Notes: Includes bibliographical references (p. 231-251) and index.