Commandeur and Koopman Textbook
Posted: Tue Feb 16, 2010 3:44 pm
We've added "An Introduction to State Space Time Series Analysis" by by J.J.F. Commandeur and S.J. Koopman to the stable of textbooks available for purchase from Estima.
Those of you who are experimenting with State Space models for the first time may find it particularly helpful. For more information, see:
http://www.estima.com/textbook_commandeur.shtml
Those of you who are experimenting with State Space models for the first time may find it particularly helpful. For more information, see:
http://www.estima.com/textbook_commandeur.shtml