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Introduction to State Space Time Series Analysis|Siem Jan Koopman

Introduction to State Space Time Series Analysis

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Overview

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.

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Details

  • ISBN-13: 9780199228874
  • ISBN-10: 0199228876
  • Publisher: OUP Oxford
  • Publish Date: August 2007
  • Dimensions: 9.2 x 6.3 x 0.8 inches
  • Shipping Weight: 0.95 pounds
  • Page Count: 192

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