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Smoothness priors analysis of time series /

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Bibliographic Details
Main Author: Kitagawa, G. (Genshiro), 1948-
Other Authors: Gersch, Will
Format: Book
Language:English
Published: New York : Springer, 1996.
Series:Lecture notes in statistics (Springer-Verlag) ; v. 116.
Subjects:
Time-series analysis.
Séries chronologiques.
Statistische methoden.
Tijdreeksen.
Série chronologique.
Zeitreihenanalyse.
Online Access:Publisher description
Description
Physical Description:x, 261 pages : illustrations ; 24 cm.
Bibliography:Includes bibliographical references (pages 231-251) and index.
ISBN:0387948198 (pbk. : alk. paper)
9780387948195 (pbk. : alk. paper)