000			01187nam a2200205 a 4500
005			20161019111241.0
008			141201s2007 xx 000 0 und d
020			_a9780199228874
040			_aMAIN
041			_aEnglish
082			_a519.55 _bCOM/INT
100			_aCommandeur, Jacques J. F.
245			_aIntrodution to state space time series analysis _cby Jacques J. F. and S. J. Koopman.
260			_aOxford : _bOUP, _c2007.
300			_a174 p.
500			_aTable 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
650			_aMathematics.
700			_aKoopman, S. J.
942			_cBK
999			_c10240 _d10240