Modelli strutturali e Filtri di Kalman per serie storiche univariate. Teoria ed applicazioni con Gretl
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References listed on IDEAS
- Durbin, James & Koopman, Siem Jan, 2012.
"Time Series Analysis by State Space Methods,"
OUP Catalogue,
Oxford University Press,
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- Lucchetti, Riccardo, 2011. "State Space Methods in gretl," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 41(i11).
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