An introduction to state space time series analysis /

An introduction to state space time series analysis /

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

Bibliographic Details
Main Authors: 306870 Commandeur, Jacques J. F., Koopman, S. J. (Siem Jan)
Format:
Published: New York, NY : Oxford University Press, 2007
Subjects:
Time-series analysis
State-space methods

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