Introduction to State Space Time Series Analysis

Name: Introduction to State Space Time Series Analysis
Brand: OUP Oxford
Availability: OutOfStock
Rating: 5 (1 reviews)

By Koopman, Siem Jan

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Description

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 neither familiar with time series analysis, nor with state space methods.

Product details

Edition:: 1
Languages:: Original: English
Number of Pages:: 190
Publisher:: OUP Oxford
Publication Date:: 2007-07-17
Release Date:: 2007-08-30
ISBN / EAN:: 9780199228874
Weight:: 455 g
Dimensions:: 16/24/2 cm
GPSR Manufacturer Reference:: [email protected]

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