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 . - Practical econometrics .
Includes bibliographical references (p. 171-172) and index
9780199228874 (hbk.) 0199228876 (hbk.)
Time-series analysis
State-space methods
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 . - Practical econometrics .
Includes bibliographical references (p. 171-172) and index
9780199228874 (hbk.) 0199228876 (hbk.)
Time-series analysis
State-space methods