5720849
9780199228874
The authors provide an accessible introduction to state space methods in time series analysis for those with a basic understanding of classical linear regression models. A complete exposition with a clear introduction of the ideas and workings underlying the methods is given, and examples are presented throughout.Commandeur, Jacques J. F. is the author of 'An Introduction to State Space Time Series Analysis' with ISBN 9780199228874 and ISBN 0199228876.
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