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Time Series Analysis by State Space Methods
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Time Series Analysis by State Space Methods

Time Series Analysis by State Space Methods

Buch (gebunden)ca. 196.00 CHF
lieferbar in ca. 10-20 Arbeitstagen

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.

Mai 2012, Oxford Statistical Science Series, Englisch
Oxford Academic
978-0-19-964117-8

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