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Time Series Analysis by State Space Met
2 个回复 - 1657 次查看
1 Introduction 1
1.1 Basic ideas of state space
analysis 1
1.2 Linear Gaussian model I
1.3 Non-Gaussian and nonlinear models 3
1.4 Prior knowledge 4
1.5 Notation 4
1.6 Other books on state s ...
2014-1-17 21:13 - solerole - 宏观经济学
Time Series Analysis by State Space Metho...
1 个回复 - 1111 次查看
Time Series Analysis
by State Space Methods
Second Edition
The late James Durbin and Siem Jan Koopman
Oxford Statistical Science Series 38
368 pages | 34 b/w illustrations | 234x156mm
978-0-19-96 ...
2014-8-4 17:49 - 月亮米拉 - 悬赏大厅
Time Series Analysis by State Space Metho...
5 个回复 - 1536 次查看
Time Series Analysis
by State Space Methods
Second Edition
The late James Durbin and Siem Jan Koopman
Oxford Statistical Science Series 38
368 pages | 34 b/w illustrations | 234x156mm
978-0-19-96 ...
2014-8-4 12:31 - 月亮米拉 - 悬赏大厅
Time Series Analysis by A.W Van der Vaart
2 个回复 - 2086 次查看
http://www.cs.vu.nl/sto/onderwijs/time
series/dictaat01.pdftheoretical treatment of time
series. Good reference if you are serious about the econometric thoery.
[此贴子已经被作者于2008-1-28 11:43:46编 ...
2008-1-28 03:25 - 981464 - 计量经济学与统计软件