Commandeur, Jacques J. F.

An introduction to state space time series analysis/ Jacques J. F. Commandeur, Siem Jan Koopman. - Oxford : The University Press, 2007 - xiv, 174 p.; 24 cm. - Practical econometrics series .

Includes bibliographical references and index

9780199228874 £24.99


State-space method
System analysis
Regression analysis

519.55