Time Series Analysis by State Space Methods - James Durbin
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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.
Description
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.
More Information
| Author | James Durbin |
|---|---|
| Publisher | Oxford University Press |
| Release year | 2017 |
| Cover type | Hardcover |
| EAN | 9780199641178 |