Time series analysis by state space methods /J Durbin; S J Koopman

By:

J Durbin; S J Koopman

Contributor(s):

J Durbin; S J Koopman

Material type: Text

TextPublisher number: Atlantic Publishers & Distributors (P)Ltd. | ;7/22,Ansari Road ,Darya Ganj,New Delhi-110002Series: Oxford statistical science series, 38Publication details: Oxford : Oxford University Press , 2012.Description: xxi, 346 pages : illustrations. ,25 cmISBN:

9780199641178

Subject(s):

State-space methods

Genre/Form:

Time-series analysis

DDC classification:

519.55 DUR

Contents:

PART I: THE LINEAR STATE SPACE MODEL; PART II: NON-GAUSSIAN AND NONLINEAR STATE SPACE MODELS

Summary: This is a comprehensive treatment of the state space approach to time series analysis. A distinguishing feature of state space time series models is that observations are regarded as made up of distinct components, which are each modelled separately.

Tags from this library: No tags from this library for this title. Log in to add tags.

Average rating: 0.0 (0 votes)

Holdings
Item type	Current library	Call number	Status	Barcode
Books	SNU LIBRARY	519.55 DUR (Browse shelf(Opens below))	Available	25114

Total holds: 0

PART I: THE LINEAR STATE SPACE MODEL;
PART II: NON-GAUSSIAN AND NONLINEAR STATE SPACE MODELS

This is a comprehensive treatment of the state space approach to time series analysis. A distinguishing feature of state space time series models is that observations are regarded as made up of distinct components, which are each modelled separately.

There are no comments on this title.

to post a comment.

Place hold
Print
Cite
Add to your cart (remove)
Save record
BIBTEX Dublin Core MARCXML MARC (non-Unicode/MARC-8) MARC (Unicode/UTF-8) MARC (Unicode/UTF-8, Standard) MODS (XML) RIS
More searches

Search for this title in:
Other Libraries (WorldCat) Other Databases (Google Scholar) Online Stores (Bookfinder.com)