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An introduction to state space time series analysis

by Commandeur, Jacques J. F.

Additional authors: Koopman, S. J. -- (Siem Jan) | ebrary, Inc.

Series: Practical econometrics series Published by : Oxford University Press, (Oxford :) Physical details: xiv, 174 p. : ill.

Subject(s): State-space methods. | Time-series analysis. | Electronic books.

Year: 2007

Online resources:

http://site.ebrary.com/lib/rucke/Doc?id=10199686
- An electronic book accessible through the World Wide Web; click to view

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Includes bibliographical references and index.

Electronic reproduction. Palo Alto, Calif. : ebrary, 2009. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

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