01191nam a22002297a 4500 20180522135744.0 180522b xxu||||| |||| 00| 0 eng d 9780199641178 Atlantic Publishers & Distributors (P)Ltd. ;7/22,Ansari Road ,Darya Ganj,New Delhi-110002 ;1076097 ;09/05/2018 519.55 DUR 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. State-space methods Time-series analysis ;MATHEMATICS -- Probability & Statistics -- Time Series. J Durbin; S J Koopman BOOK 49397 49397 0 0 ddc 0 0 SNUL SNUL 2018-05-22 3922.00 1 1 519.55 DUR 25114 2024-05-13 00:00:00 2020-07-03 2018-05-22 BOOK