Cover Image

Time series analysis by state space methods /

Show other versions (2)

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.

Bibliographic Details
Main Authors: Durbin, J. (James), 1923-2012 (Author), Koopman, S. J. (Siem Jan) (Author)
Format: eBook
Language:English
Published: Oxford : Oxford University Press, 2012.
Edition:Second edition.
Series:Oxford statistical science series ; 38.
Subjects:
Time-series analysis.
State-space methods.
Série chronologique.
Méthodes de l'espace état.
MATHEMATICS > Probability & Statistics > Time Series.
State-space methods
Time-series analysis
Electronic books.
Online Access:Connect to the full text of this electronic book

Internet

Connect to the full text of this electronic book

Available Online

Holdings details from Available Online
Call Number: QA280 .D87 2012eb
 
Call Number Status Get It
QA280 .D87 2012eb Available