Time series analysis by state space methods
J Durbin; S J Koopman
Time series analysis by state space methods /J Durbin; S J Koopman - Oxford : Oxford University Press , 2012. - xxi, 346 pages : illustrations. ,25 cm - Oxford statistical science series, 38. .
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.
9780199641178
Atlantic Publishers & Distributors (P)Ltd. ;7/22,Ansari Road ,Darya Ganj,New Delhi-110002
State-space methods
Time-series analysis--;MATHEMATICS -- Probability & Statistics -- Time Series.
519.55 DUR
Time series analysis by state space methods /J Durbin; S J Koopman - Oxford : Oxford University Press , 2012. - xxi, 346 pages : illustrations. ,25 cm - Oxford statistical science series, 38. .
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.
9780199641178
Atlantic Publishers & Distributors (P)Ltd. ;7/22,Ansari Road ,Darya Ganj,New Delhi-110002
State-space methods
Time-series analysis--;MATHEMATICS -- Probability & Statistics -- Time Series.
519.55 DUR
