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Neil Shephard
Frank B. Baird Jr., Professor of Science. Professor of Economics and Professor of Statistics
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Neil Shephard
Frank B. Baird Jr., Professor of Science. Professor of Economics and Professor of Statistics
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State Space and Unobserved Component Models: Theory and Applications
State Space and Unobserved Component Models: Theory and Applications
Publication information:
Harvey, Andrew, Siem Jan Koopman, and Neil Shephard. 2004.
State Space and Unobserved Component Models: Theory and Applications
. Cambridge Press.
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