Time Series Analysis by State Space Methods
Edición de la obra Time Series Analysis by State Space Methods
| Autor | J. Durbin, S. J. Koopman |
|---|---|
| Editorial | Oxford University Press |
| Fecha de publicación | 2012 |
| Idioma | inglés |
| Páginas | 400 |
| ISBN-13 | 9780199641178 |
| OCLC | 778269714 |
| LCCN | 2011945385 |
| Número de Cutter | D953t |
This is a comprehensive treatment of the state space approach to time series analysis. A distinguishing feature of state space time series models is that observations are regarded as made up of distinct components, which are each modelled separately.