Time series analysis by state space methods

Author(s)

• Durbin, James
• Koopman, Siem Jan

Bibliographic Information

Time series analysis by state space methods

J. Durbin, S.J. Koopman

（Oxford statistical science series, 38）

Oxford University Press, 2012

2nd ed

Note

Bibliography: p. [326]-339

Includes indexes

Details

• NCID: BB09229613
• ISBN:
  • 9780199641178
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Oxford
• Pages/Volumes: xxi, 346 p.
• Size: 24 cm
• Classification:
  • DC23 : 519.55
• Subject Headings:
  • LCSH : Time-series analysis
  • LCSH : State-space methods
• Parent Bibliography ID:
  • BA00300551