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.
- | Author: Siem Jan Koopman
- | Publisher: OUP Oxford
- | Publication Date: Aug 30, 2007
- | Number of Pages: 192 pages
- | Binding: Hardback or Cased Book
- | ISBN-10: 0199228876
- | ISBN-13: 9780199228874
