Time Series Analysis by State Space Methods (English, James Durbin)
by James Durbin
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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
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Product ID: isbn-9780199641178
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