An Introduction to State Space Time Series Analysis by Siem Jan Koopman, Jacques J. F. Commandeur

An Introduction to State Space Time Series Analysis

Siem Jan Koopman, Jacques J. F. Commandeur

240 pages missing pub info (editions)

nonfiction business economics mathematics medium-paced
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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 a...

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