Commandeur, Jacques J. F. <br/><br/>
Introdution to state space time series analysis 
by Jacques J. F. and S. J. Koopman. 
 - Oxford :  OUP,  2007. 
 - 174 p. 
<br/><br/> Table of Contents:<br/>Chapter 1. Introduction <br/>Chapter 2. The Local Level Model <br/>Chapter 3. The Local Linear Trend Model <br/>Chapter 4. The Local Level Model with Seasonal <br/>Chapter 5. The Local Level Model with Explanatory Variable Chapter 6. The Local Level Model with Intervention Variable <br/>Chapter 7. The UK Seat Belt and Inflation Models<br/>Chapter 8. General Treatment of Univariate State Space Models <br/>Chapter 9. Multivariate Time Series Analysis<br/>Chapter 10. State Space and Box-Jenkins Methods for Time Series Analysis <br/>Chapter 11. State Space Modelling in Practice<br/>Chapter 12. Conclusions<br/>Appendices<br/>Bibliography<br/>Index<br/>  
<br/><br/><label>ISBN: </label>9780199228874 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Mathematics.
<br/><br/><label>Dewey Class. No.: </label>519.55          / COM/INT