An Introduction to State Space Time Series Analysis
| Author | : Jacques J.F. Commandeur |
| Publisher | : Oxford University Press, USA |
| Total Pages | : 189 |
| Release | : 2007-07-19 |
| ISBN-10 | : 9780199228874 |
| ISBN-13 | : 0199228876 |
| Rating | : 4/5 (876 Downloads) |
Book Synopsis An Introduction to State Space Time Series Analysis by : Jacques J.F. Commandeur
Download or read book An Introduction to State Space Time Series Analysis written by Jacques J.F. Commandeur and published by Oxford University Press, USA. This book was released on 2007-07-19 with total page 189 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text provides an introduction to time series analysis using state space methodology to readers who are neither familiar with time series analysis, nor with state space methods. This is the first in a series of books designed to provide practitioners, researchers, and students with practical introductions to various topics in econometrics.
