Книги
State-Space Models with Regime Switching
Книги
State-Space Models with Regime Switching
Kim, C.-J. State-Space Models with Regime Switching : Classical and Gibbs-Sampling Approaches with Applications / C.-J. Kim, C.R. Nelson. — Cambridge : The MIT Press, 1999. — 297 p.. — 4966.10 р.
Kim, C.-J. and Nelson, C.R., (1999), State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications, Cambridge: The MIT Press, 1999, 297 p., GB.
Kim C -J, Nelson C R. State-Space Models with Regime Switching: Classical and Gibbs-Sampling Approaches with Applications. Cambridge: The MIT Press; 1999. 297 p.
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