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