Dynamic Score-Driven Models, An R Package with Applications

Autor: Holý, Vladimír
Rok: 2025

Time series analysis by state space methods

Autor: Durbin, J. 1923-2012, Koopman, Siem-Jan, 1963-
Rok: 2012

Time series analysis by state space methods

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

Messy time series : a unified approach

Autor: Harvey, A. C. 1947-, Penzer, Jeremy, Koopman, Siem-Jan, 1963-
Rok: 1997

Multivariate structural time series models

Autor: Harvey, A. C. 1947-, Koopman, Siem-Jan, 1963-
Rok: 1996