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

James Durbin Views: 5

Review ... provides an up-to-date exposition and comprehensive treatment of state space models in time series analysis. (Journal of the Royal Statistical Society )This book will be helpful to gradu

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

James Durbin Views: 2

Product Description This new edition updates Durbin & Koopman's important text on the state space approach to time series analysis. The distinguishing feature of state space time series models