
Time Series Analysis by State Space Methods by James Durbin is listed under Oxford University Press (UK) on BookBajar. Full details, specifications and reader reviews are below.
Book Details
Publisher
Oxford University Press (UK)
Language
English
ISBN-13
9780199641178
ISBN-10
019964117X
Author
James Durbin
About the Book
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 such as trend, seasonal, regression elements and disturbance terms, each of which is modelled separately. The techniques that emerge from this approach are very flexible and are capable of handling a much wide…
ISBN: 9780199641178
ISBN-13: 9780199641178
ISBN-10: 019964117X
Reader's Guide
What This Book Covers
- ·About the Book This new edition updates Durbin & Koopman's important text on the state space approach to time series analysis
- ·The techniques that emerge from this approach are very flexible and are capable of handling a much wide… ISBN: 9780199641178
Best Suited For
Readers with an interest in Oxford University Press (UK), from students to hobbyists.
Why It Stands Out
- ·Ships as a genuine physical copy, checked before dispatch
- ·Covered by BookBajar's 15-day return window
Frequently Asked Questions
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James Durbin is the author of Time Series Analysis by State Space Methods. Browse more books by James Durbin on BookBajar.
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What is the ISBN of Time Series Analysis by State Space Methods?
Time Series Analysis by State Space Methods has ISBN 9780199641178 (ISBN-10: 019964117X). Use this to confirm you're ordering the exact edition listed here.
What can I expect from Time Series Analysis by State Space Methods?
About the Book This new edition updates Durbin & Koopman's important text on the state space approach to time series analysis.
Product ID: isbn-9780199641178
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