Introduction to State Space Time Series Analysis

Name: Introduction to State Space Time Series Analysis
Brand: OUP Oxford
SKU: 9780199228874
Price: 4058.00 INR
Availability: InStock

by Siem Jan Koopman, Jacques J. F. Commandeur

OUP Oxford

₹4,058

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From the publisher

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.

Description supplied by the publisher.