Time series analysis by state space methods /

Bibliographic Details

Main Author:	Durbin, J. (James), 1923-2012
Other Authors:	Koopman, S. J. (Siem Jan)
Format:	Book
Language:	English
Published:	Oxford ; New York : Oxford University Press, 2001.
Series:	Oxford statistical science series.
Subjects:	Time-series analysis. State-space methods.