[R] an opinion question about State Space and Kalman Filters, please

[Erin Hodgess]

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.hodgess at gmail.com

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