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Introdution to state space time series analysis by Jacques J. F. and S. J. Koopman.

By: Contributor(s): Material type: TextTextLanguage: Publication details: Oxford : OUP, 2007.Description: 174 pISBN:
  • 9780199228874
Subject(s): DDC classification:
  • 519.55  COM/INT
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Item type Current library Home library Call number Status Date due Barcode Item holds
Book Book NLUO NLUO 519.55 COM/INT (Browse shelf(Opens below)) Available 10199
Total holds: 0

Table of Contents:
Chapter 1. Introduction
Chapter 2. The Local Level Model
Chapter 3. The Local Linear Trend Model
Chapter 4. The Local Level Model with Seasonal
Chapter 5. The Local Level Model with Explanatory Variable Chapter 6. The Local Level Model with Intervention Variable
Chapter 7. The UK Seat Belt and Inflation Models
Chapter 8. General Treatment of Univariate State Space Models
Chapter 9. Multivariate Time Series Analysis
Chapter 10. State Space and Box-Jenkins Methods for Time Series Analysis
Chapter 11. State Space Modelling in Practice
Chapter 12. Conclusions
Appendices
Bibliography
Index

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