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Time series analysis by state space methods

J. Durbin

Publication Data

Title Time series analysis by state space methods
Author J. Durbin
Contributor Siem Jan Koopman
Publisher Oxford University Press
Publication date 2001
Publication location Oxford
Language English

Topics

Time-series analysis
State-space methods

Catalogue Data

OBNB ID GBA140879
ISBN 10 0198523548
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 519.55

ISBD

P1053 xvii, 253 p.
P1042 Includes bibliographical references and index.

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Time series analysis by state space methods by J. Durbin. ISBN 0198523548. Published by Oxford University Press in 2001. Publication and catalogue information, links to buy online and reader comments.

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