J Durbin; S J Koopman creator J Durbin; S J Koopman text Time-series analysis-;MATHEMATICS -- Probability & Statistics -- Time Series. xxu Oxford : Oxford University Press , 2012 monographic eng

print

xxi, 346 pages : illustrations. ,25 cm 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. PART I: THE LINEAR STATE SPACE MODEL; PART II: NON-GAUSSIAN AND NONLINEAR STATE SPACE MODELS /J Durbin; S J Koopman State-space methods 519.55 DUR 9780199641178 Atlantic Publishers & Distributors (P)Ltd. ;7/22,Ansari Road ,Darya Ganj,New Delhi-110002 180522 20180522135744.0