Click on a thumbnail to go to Google Books.
Loading... An Introduction to State Space Time Series Analysis (Practical Econometrics)by Jacques J.F. Commandeur
None Loading...
Sign up for LibraryThing to find out whether you'll like this book. No current Talk conversations about this book. No reviews no reviews | add a review
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. - ;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 are n No library descriptions found. |
Current DiscussionsNonePopular coversNone
Google Books — Loading... GenresMelvil Decimal System (DDC)519.55Natural sciences and mathematics Mathematics Applied Mathematics, Probabilities Statistical MathematicsLC ClassificationRatingAverage:
Is this you?Become a LibraryThing Author. |