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368 pages • first pub 2012 (editions)
ISBN/UID: 9780199641178
Format: Hardcover
Language: English
Publisher: Oxford University Press, USA
Publication date: 05 July 2012
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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368 pages • first pub 2012 (editions)
ISBN/UID: 9780199641178
Format: Hardcover
Language: English
Publisher: Oxford University Press, USA
Publication date: 05 July 2012
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...
Community Reviews
Content Warnings