Papers / Updated at: 2026-11-01

Harvey (1990): Forecasting, Structural Time Series Models and the Kalman Filter

Authors:

• Andrew C. Harvey

DOI: https://doi.org/10.1017/CBO9781107049994

Mentioned in:

• Failure Modes of State Space Models
• Harvey (1990): Forecasting, Structural Time Series Models and the Kalman Filter

A book, not a paper.