Time series analysis by state space methods
Auteur :
Durbin, The late James / Koopman, Siem Jan
Éditeur :
Oxford University Press
ISBN :
9780199641178
Date de publication :
3 mai 2012
Dimensions :
23,5 x 16,1 x 2,6 cm
Poids :
680 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.