
First edition, 2010: Errata
Searchable & uptodate Bibliography
LIST OF CHAPTERS
 Notation, definitions and basic inference
 Traditional linear time series models
 The frequency domain
 Dynamic linear models
 Statespace TVAR models
 General statespace models
 Mixture models in time series
 Topics and examples in multiple time series
 Vector AR and ARMA models
 Multivariate DLMs and covariance models
