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1. 
Cover image for Time series analysis by state space methods
by 
Durbin, J. (James), 1923-
Format: 
Books
Publication Date 
2012
Excerpt: 
Time series analysis by state space methods / Durbin, J. (James), 1923-
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2. 
Cover image for Time series analysis and its applications : with R examples
by 
Shumway, Robert H.
Format: 
Books
Publication Date 
2011
Excerpt: 
-- Statistical methods in the frequency domain -- Appendix A : Large sample theory -- Appendix B : Time domain
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3. 
Cover image for Financial econometrics : from basics to advanced modeling techniques
by 
Rachev, S. T. (Svetlozar Todorov)
Format: 
Books
Publication Date 
2007
Excerpt: 
models II -- Cointegration and state space models -- Robust estimation -- Principal components analysis
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4. 
Cover image for Advanced control engineering
by 
Burns, Roland S.
Format: 
Books
Publication Date 
2001
Excerpt: 
control system design -- State-space methods for control system design -- Optimal and robust control
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