OUP Oxford
Introduction to State Space Time Series Analysis (English, Siem Jan Koopman | Jacques J. F. Commandeur)
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About the Book
Providing a practical introduction to state space methods as applied to unobserved components time series models, also known as structural time series models, this book introduces time series analysis using state space methodology to readers who are neither familiar with time series analysis, nor with state space methods.
ISBN: 9780199228874
Book Specifications
| ISBN-13 | 9780199228874 |
| ISBN-10 | 0199228876 |
| Publisher | OUP Oxford |
| Category | OUP Oxford |
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