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S. J. Koopman | lit.salon

Author

S. J. Koopman

5 works

2004–2012 across 4 dated works

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State space and unobserved component models: theory and applications2004
With A. C. Harvey, Neil Shephard
STAMP 8: structural time series analyser and modeller and predictor2007
Statistical algorithms for models in state space form: SsfPack 3.02008
Time Series Analysis by State Space Methods2012
With J. Durbin

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5 works

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State space and unobserved component models: theory and applications2004
With A. C. Harvey, Neil Shephard
5 editions
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Statistical algorithms for models in state space form: SsfPack 3.02008
2 editions
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reviews
0
lists
0
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STAMP 8: structural time series analyser and modeller and predictor2007
1 edition
shelves
0
reviews
0
lists
0
quotes
0
Time Series Analysis by State Space Methods2012
With J. Durbin
1 edition
shelves
0
reviews
0
lists
0
quotes
0
Stamp : Structural Time Series Analyser: Modeller and Predictor1999
1 edition
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