Time Series Analysis by State Space MethodsJ. Durbin
Time Series Analysis by State Space Methods
J. Durbin, S. J. Koopman · 2012
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About the book
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.
Book details
- Year
- 2012
- Language
- English
- Publisher
- Oxford University Press
- Editions
- 1
- Pages
- 400
- ISBN
- 9780199641178
Data source: Wikidata
