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Time Series Analysis by State Space Methods (Oxford Statistical Science Series)
  • DJVU
  • English
  • Year: 2001
  • Author: James Durbin, Siem Jan Koopman
Unobserved components and time series econometrics
  • PDF
  • English
  • Year: 2016
  • Author: Koopman, Siem Jan; Shephard, Neil
Dynamic Factor Models
  • PDF
  • English
  • Year: 2016
  • Author: Siem Jan Koopman; Eric Hillebrand
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: 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
Time Series Analysis by State Space Methods
  • PDF
  • English
  • Year: 2012
  • Author: Durbin J., Koopman S.J.