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State Space and Unobserved Component Models: Theory and Applications
  • PDF
  • English
  • Year: 2004
  • Author: Andrew Harvey, Siem Jan Koopman, Neil Shephard
State Space and Unobserved Component Models: Theory and Applications
  • PDF
  • English
  • Year: 2004
  • Author: Andrew Harvey, Siem Jan Koopman, Neil Shephard
Unobserved components and time series econometrics
  • PDF
  • English
  • Year: 2016
  • Author: Koopman, Siem Jan; Shephard, Neil
Time Series Analysis by State Space Methods: Second Edition (Oxford Statistical Science Series)
  • PDF
  • English
  • Year: 2012
  • Author: James Durbin, Siem Jan Koopman
Dynamic Factor Models
  • PDF
  • English
  • Year: 2016
  • Author: Siem Jan Koopman; Eric Hillebrand
Time Series Analysis by State Space Methods (Oxford Statistical Science Series)
  • DJVU
  • English
  • Year: 2001
  • Author: James Durbin, Siem Jan Koopman
An Introduction to State Space Time Series Analysis
  • PDF
  • English
  • Year: 2007
  • Author: Jacques J.F. Commandeur, Siem Jan Koopman
State Space and Unobserved Component Models: Theory and Applications
  • PDF
  • English
  • Year: 2004
  • Author: Harvey A., Koopman S.J., Shephard N. (eds.)
Stochastic volatility: selected readings
  • PDF
  • English
  • Year: 2005
  • Author: Neil Shephard
Stochastic Volatility: Selected Readings
  • PDF
  • English
  • Year: 2005
  • Author: Neil Shephard
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