Time series analysis by state space methods /
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.
| Main Authors: | , |
|---|---|
| Format: | eBook |
| Language: | English |
| Published: |
Oxford :
Oxford University Press,
2012.
|
| Edition: | Second edition. |
| Series: | Oxford statistical science series ;
38. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
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