Skip to main content alibris logo

Time Series Analysis by State Space Methods

by ,

Write The First Customer Review
Time Series Analysis by State Space Methods - Durbin, James, and Koopman, Siem Jan
Filter Results
Shipping
Item Condition
Seller Rating
Other Options
Change Currency

This volume presents a treatment of the state space approach to time series analysis. The distinguishing feature of state space time series models is that observations are regarded as made up of distinct components such as trend, seasonal, regression elements and disturbance elements, each of which is modelled separately. The techniques that emerge from this approach are very flexible and are capable of handling a much wider range of problems than the main analytical system currently in use for time series analysis, the Box ...

loading
Time Series Analysis by State Space Methods 2012, Oxford University Press, Oxford

ISBN-13: 9780199641178

2nd edition

Hardcover

Time Series Analysis by State Space Methods 2001, Oxford University Press, USA, Oxford, England

ISBN-13: 9780198523543

Hardcover