Time series analysis by state space methods /

Durbin, J. 1923-2012,

Time series analysis by state space methods / J. Durbin, London School of Economics and Political Science and University College London, S. J. Koopman, Vrije Universiteit Amsterdam. - Second edition. - xxi, 346 pages : charts, tables ; 25 cm. - Oxford statistical science series ; 38 .

Includes bibliographical references and index.


9780199641178


Time-series analysis.
State-space methods.





--Reading book

519.55 / DUR