All ebooks by Jacques J.F. Commandeur in PDF and EPUB
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All ebooks by Jacques J.F. Commandeur in PDF and EPUB


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Download this eBook An Introduction to State Space Time Series Analysis
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An Introduction to State Space Time Series Analysis


Jacques J.F. Commandeur , Siem Jan Koopman


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...

Publication date: 2007-07-19
Format: PDF, ePub
Publisher: OUP Oxford
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£59,07

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