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Book Reviews

Modal and Spectrum Analysis: Data Dependent Systems in State Space

Page 228 | Published online: 12 Mar 2012

REFERENCE

  • Tiao , G. and Tsay , R. 1989 . “Modal Specification in Multivariate Time Series” . Journal of the Royal Statistical Society , 51 : 157 – 214 . (with discussion), Ser. B

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