Siem Jan Koopman
- Auteur
Siem Jan Koopman, Professor of Econometrics, Vrije Universiteit, The Netherlands.
Siem Jan Koopman, Professor of Econometrics, Vrije Universiteit, The Netherlands.
Geschreven door Siem Jan Koopman
Jacques Commandeur
Siem Jan Koopman
An Introduction to State Space Time Series Analysis
The book offers a step by step approach to the analysis of the salient features in time series such as the trend, seasonal, and irregular components.
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