An introduction to state space time series analysis
Commandeur, Jacques J. F.
An introduction to state space time series analysis [electronic resource] / Jacques J.F. Commandeur, Siem Jan Koopman. - Oxford : Oxford University Press, 2007. - xiv, 174 p. : ill. - Practical econometrics series . - Practical econometrics. .
Includes bibliographical references and index.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
State-space methods.
Time-series analysis.
Electronic books.
QA280 / .C66 2007
519.55
An introduction to state space time series analysis [electronic resource] / Jacques J.F. Commandeur, Siem Jan Koopman. - Oxford : Oxford University Press, 2007. - xiv, 174 p. : ill. - Practical econometrics series . - Practical econometrics. .
Includes bibliographical references and index.
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
State-space methods.
Time-series analysis.
Electronic books.
QA280 / .C66 2007
519.55