Time Series Analysis by State Space Methods |
|
| Author:
| Durbin, James
Koopman, Siem Jan |
| Series title: | Oxford Statistical Science Ser. |
| ISBN: | 978-0-19-852354-3 |
| Publication Date: | Jan 2001 |
| Publisher: | Oxford University Press, Incorporated
|
| Book Format: | Hardback |
| List Price: | USD $89.50 |
Book Description:
|
This book presents a comprehensive treatment of the state space approach to time series analysis.
This book presents a comprehensive treatment of the state space approach to time series analysis.