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. - xiv, 174 pages : illustrations ; 24 cm - Practical econometrics .
Includes bibliographical references and index.
9780199228874 (hbk.) 0199228876 (hbk.)
Time-series analysis.
State-space methods.
--Reading book
519.55 / COM
An introduction to state space time series analysis / Jacques J. F. Commandeur, Siem Jan Koopman. - xiv, 174 pages : illustrations ; 24 cm - Practical econometrics .
Includes bibliographical references and index.
9780199228874 (hbk.) 0199228876 (hbk.)
Time-series analysis.
State-space methods.
--Reading book
519.55 / COM