An introduction to state space time series analysis /

Autor Commandeur, Jacques J. F., Koopman, Siem-Jan, 1963-
Vydáno 2007

Time series analysis by state space methods /

Autor Durbin, J. 1923-2012, Koopman, Siem-Jan, 1963-
Vydáno 2001

State space and unobserved component models : theory and applications /

Vydáno 2004