An introduction to state space time series analysis
Jacques J. F. Commandeur; Siem Jan Koopman
| Year of publication: |
2007
|
|---|---|
| Authors: | Commandeur, Jacques Jean François ; Koopman, Siem Jan |
| Publisher: |
Oxford [u.a.] : Oxford Univ. Press |
| Subject: | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Zustandsraum |
| Description of contents: | Table of Contents [gbv.de] ; Description [bvbr.bib-bvb.de] ; Description [zbmath.org] |
| Extent: | XIV, 174 S. graph. Darst. 24 cm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 171 - 172 |
| ISBN: | 0-19-922887-6 ; 978-0-19-922887-4 |
| Classification: | Methoden und Techniken der Volkswirtschaft ; Mathematische Statistik |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003449623