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Time Series Analysis by State Space Methods - Oxford Statistical Science Series Durbin, The late James (Formerly Professor of Statistics, London School of Economics and Political Sciences) 2 Revised edition
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Time Series Analysis by State Space Methods - Oxford Statistical Science Series
Durbin, The late James (Formerly Professor of Statistics, London School of Economics and Political Sciences)
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.
368 pages, 34 b/w illustrations
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 3 de mayo de 2012 |
| ISBN13 | 9780199641178 |
| Editores | Oxford University Press |
| Páginas | 368 |
| Dimensiones | 162 × 236 × 25 mm · 714 g |
| Lengua | Inglés |
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