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364 pages • first pub 2012 (editions)
ISBN/UID: None
Format: Not specified
Language: English
Publisher: Not specified
Publication date: Not specified
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 is that observations are regarded as made up of distinct components su...
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364 pages • first pub 2012 (editions)
ISBN/UID: None
Format: Not specified
Language: English
Publisher: Not specified
Publication date: Not specified
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 is that observations are regarded as made up of distinct components su...