Harvey, A. C. (1989). Forecasting, Structural Time Series Models and the Kalman Filter. Cambridge University Press.
Chicago Edition CitationHarvey, Andrew C. Forecasting, Structural Time Series Models and the Kalman Filter. Caambridge: Cambridge University Press, 1989.
MLA Edition CitationHarvey, Andrew C. Forecasting, Structural Time Series Models and the Kalman Filter. Cambridge University Press, 1989.
Warning: These citations may not always be 100% accurate.