TY  - BOOK
AU  - J Durbin; S J Koopman
AU  - J Durbin; S J Koopman
TI  - Time series analysis by state space methods
T2  - Oxford statistical science series, 38
SN  - 9780199641178
U1  - 519.55 DUR 
PY  - 2012///
CY  - Oxford 
PB  - : Oxford University Press
KW  - State-space methods
KW  - Time-series analysis
KW  - ;MATHEMATICS -- Probability & Statistics -- Time Series
N1  - 	PART I: THE LINEAR STATE SPACE MODEL; 
PART II: NON-GAUSSIAN AND NONLINEAR STATE SPACE MODELS
N2  - 	
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
ER  -