TY  - BOOK
AU  - Commandeur, Jacques J. F.
AU  - Koopman,  S. J.
TI  - Introdution to state space time series analysis
SN  - 9780199228874
U1  - 519.55         
PY  - 2007///
CY  - Oxford
PB  - OUP
KW  - Mathematics
N1  - 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

ER  -