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Munich Personal RePEc Archive

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Group by: Date | Item ID
Number of items: 2.

1 April 2012

Tommaso, Proietti and Alessandra, Luati (2012): Maximum likelihood estimation of time series models: the Kalman filter and beyond.

6 June 2012

Tommaso, Proietti and Alessandra, Luati (2012): The Generalised Autocovariance Function.

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