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An Introduction to State Space Time Series Analysis

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  • Fernando Tusell

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  • Fernando Tusell, 2008. "An Introduction to State Space Time Series Analysis," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 171(3), pages 756-757, June.
    • Handle: RePEc:bla:jorssa:v:171:y:2008:i:3:p:756-757
    DOI: 10.1111/j.1467-985X.2008.00538_3.x
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    References listed on IDEAS

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    1. Durbin, James & Koopman, Siem Jan, 2012. "Time Series Analysis by State Space Methods," OUP Catalogue, Oxford University Press, edition 2, number 9780199641178.
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