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Testing for random walk coefficients in regression and state space models /

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Bibliographic Details
Main Author: Moryson, Martin, 1964-
Format: Book
Language:English
Published: Heidelberg ; New York : Physica-Verlag, [1998]
Series:Contributions to statistics.
Subjects:
System analysis.
Random walks (Mathematics)
State-space methods.
Regression analysis.
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