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Time Series Analysis by State Space Methods - Oxford Statistical Science Series Durbin, The late James (Formerly Professor of Statistics, London School of Economics and Political Sciences) 2 Revised edition
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Time Series Analysis by State Space Methods - Oxford Statistical Science Series
Durbin, The late James (Formerly Professor of Statistics, London School of Economics and Political Sciences)
This new edition updates Durbin & Koopman's important text on the state space approach to time series analysis providing a more comprehensive treatment, including the filtering of nonlinear and non-Gaussian series. The book provides an excellent source for the development of practical courses on time series analysis.
368 pages, 34 b/w illustrations
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | May 3, 2012 |
| ISBN13 | 9780199641178 |
| Publishers | Oxford University Press |
| Pages | 368 |
| Dimensions | 162 × 236 × 25 mm · 714 g |
| Language | English |
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