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Time series analysis by state space methods /

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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.
Description
Physical Description:xvii, 253 pages : illustrations ; 25 cm.
Bibliography:Includes bibliographical references (pages [241]-247) and indexes.
ISBN:0198523548