An introduction to state space time series analysis [electronic resource] / Jacques J.F. Commandeur, Siem Jan Koopman.
Material type: TextSeries: Practical econometricsPublication details: Oxford : Oxford University Press, 2007Description: xiv, 174 p. : illSubject(s): State-space methods | Time-series analysisGenre/Form: Electronic books.DDC classification: 519.55 LOC classification: QA280 | .C66 2007Online resources: Click to ViewNo physical items for this record
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.
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