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#1

State Space and Unobserved Component Models: Theory and Applications

Andrew Harvey, Siem Jan Koopman, Neil Shephard

Категория: Математика, Прикладная математика

4.91 Mb

#2

Time Series Analysis by State Space Methods (Oxford Statistical Science Series)

James Durbin, Siem Jan Koopman

4.38 Mb

#3

An Introduction to State Space Time Series Analysis

Jacques J.F. Commandeur, Siem Jan Koopman

1.05 Mb

#4

An Introduction to State Space Time Series Analysis

Jacques J.F. Commandeur, Siem Jan Koopman

Категория: economics_finances

1.05 Mb

#5

State Space and Unobserved Component Models: Theory and Applications

Andrew Harvey, Siem Jan Koopman, Neil Shephard

6.00 Mb