An introduction to state space time series analysis [electronic resource] /
Jacques J.F. Commandeur, Siem Jan Koopman.
- Oxford : Oxford University Press, 2007.
- xiv, 174 p. : ill.
- Practical econometrics series .
- Practical econometrics. .
Includes bibliographical references and index.
Electronic reproduction. Palo Alto, Calif. : ebrary, 2009. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.