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5 - Fredholm Determinants in the State Space Model

from Part II - Applications

Published online by Cambridge University Press:  19 December 2024

Katsuto Tanaka
Katsuto Tanaka
Affiliation:
Hitotsubashi University, Tokyo
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Brownian Motion, the Fredholm Determinant, and Time Series Analysis , pp. 220 - 247
Publisher: Cambridge University Press
Print publication year: 2025

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