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.
Time Series Analysis by State Space Methods
R2104,12
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ISBN | 9780191627194 |
Number Of Pages | 0 |
File Size | 33.18 mb |
Format | EPUB |
Edition | 2 |
Published | 03-05-2012 |