An introduction to state space time series analysis

Author(s)

• Commandeur, Jacques J. F.
• Koopman, Siem Jan

Bibliographic Information

An introduction to state space time series analysis

Jacques J. F. Commandeur, Siem Jan Koopman

（Practical econometrics / series editors, Jurgen Doornik and Bronwyn Hall）

Oxford University Press, 2007

• : hbk

Note

Includes bibliographical references (p. 171-172) and index

Details

• NCID: BA82964247
• ISBN:
  • 9780199228874
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Oxford
• Pages/Volumes: xiv, 174 p.
• Size: 24 cm
• Classification:
  • LCC : QA280
  • DC22 : 519.55
• Subject Headings:
  • LCSH : State-space methods
  • LCSH : Time-series analysis
• Parent Bibliography ID:
  • BA82963936