000			01191nam a22002297a 4500
005			20180522135744.0
008			180522b xxu||||| |||| 00| 0 eng d
020			_a9780199641178
028			_aAtlantic Publishers & Distributors (P)Ltd. _b;7/22,Ansari Road ,Darya Ganj,New Delhi-110002 _c;1076097 _d;09/05/2018
082			_a519.55 DUR
100			_aJ Durbin; S J Koopman
245			_aTime series analysis by state space methods _c/J Durbin; S J Koopman
260			_aOxford _b: Oxford University Press _c, 2012.
300			_axxi, 346 pages _b: illustrations. _c,25 cm
490			_aOxford statistical science series, 38.
505			_a PART I: THE LINEAR STATE SPACE MODEL; PART II: NON-GAUSSIAN AND NONLINEAR STATE SPACE MODELS
520			_a 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.
650			_aState-space methods
655			_aTime-series analysis _b;MATHEMATICS -- Probability & Statistics -- Time Series.
700			_aJ Durbin; S J Koopman
942			_cBOOK
999			_c49397 _d49397