Hello!
Could anyone recommend a good book on state space/Kalman filters, please?
Those which include R steps are nice, but not necessary. I'm most
interested in the state space/Kalman filters.
I would like to do a sort of compare and contrast with arima results.
Thanks,
Erin
--
Erin Hodgess
Associate Professor
Department of Mathematical and Statistics
University of Houston - Downtown
mailto: erinm.hodg...@gmail.com
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