An introduction to state space time series analysis /
Commandeur, Jacques J. F.
An introduction to state space time series analysis / Jacques J. F. Commandeur, Siem Jan Koopman. - Oxford ; New York : Oxford University Press, 2007. - xiv, 174 p. : ill. ; 24 cm. - Practical econometrics .
Index : p.173-174.
Bibliography : p. 171-172.
9780199228874 (hbk.) 0199228876 (hbk.)
Time-series analysis.
State-space methods.
QA280 / .C65 2007
519.55 / COM
An introduction to state space time series analysis / Jacques J. F. Commandeur, Siem Jan Koopman. - Oxford ; New York : Oxford University Press, 2007. - xiv, 174 p. : ill. ; 24 cm. - Practical econometrics .
Index : p.173-174.
Bibliography : p. 171-172.
9780199228874 (hbk.) 0199228876 (hbk.)
Time-series analysis.
State-space methods.
QA280 / .C65 2007
519.55 / COM