Time Series Analysis by State Space Methods (Oxford

Time Series Analysis by State Space Methods (Oxford Statistical Science)

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.

Country	USA
Author	J Durbin
Binding	Hardcover
Brand	Brand: Oxford University Press
EAN	9780199641178
Edition	2nd Revised ed.
Feature	Used Book in Good Condition
ISBN	019964117X
IsEligibleForTradeIn	1
Label	Oxford University Press, USA
Manufacturer	Oxford University Press, USA
NumberOfItems	1
NumberOfPages	400
PublicationDate	2012-08-20
Publisher	Oxford University Press, USA
Studio	Oxford University Press, USA
ReleaseDate	0000-00-00

Time Series Analysis by State Space Methods (Oxford Statistical Science)