Time Series Analysis by State Space Methods

Auteur: Durbin, The late James (Formerly London School of Economics and University College London)
Editeur: Oxford University Press
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.
Sur commande
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.
ISBN / EAN 9780199641178
Auteur Durbin, The late James (Formerly London School of Economics and University College London)
Editeur Oxford University Press