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