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Time series analysis by state space methods

by

Durbin, J. (James), 1923-

Title

:

Time series analysis by state space methods

Author

:

Durbin, J. (James), 1923-

ISBN

:

9780199641178

Personal Author

:

Durbin, J. (James), 1923-

Edition

:

2nd ed.

Publication Information

:

Oxford : Oxford University Press, 2012.

Physical Description

:

xxi, 346 p. : ill. ; 25 cm.

Series

:

Oxford statistical science series ; 38

Oxford statistical science series ; 38.

Subject Term

:

Time-series analysis.

State-space methods.

Added Author

:

Koopman, S. J. (Siem Jan)

Library	Material Type	Item Barcode	Shelf Number	Copy
IIEMSA	General Books	33168025572138	519.55 D953T 2012	1