An introduction to state space time series analysis - Commandeur, Jacques J. F.; Koopman, S. J. (Siem Jan) (Oxford : Oxford University Press, 2007)
Includes bibliographical references and index.
Description based on metadata supplied by the publisher and other sources.
Electronic reproduction. Santa Fe, Arg.: elibro, 2022. Available via World Wide Web. Access may be limited to eLibro affiliated libraries.
Keywords: State-space methods; Time-series analysis; Electronic books