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Cover of Introduction to State Space Time Series Analysis
ISBN-13 · 9780199228874ISBN-10 · 0199228876Publisher · OUP OxfordFormat · Hardcover, 192 pagesPublished · 2007Language · English

Introduction to State Space Time Series Analysis

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Providing a practical introduction to state space methods as applied to unobserved components time series models, also known as structural time series models, this book introduces time series analysis using state space methodology to readers who are neither familiar with time series analysis, nor with state space methods.