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Time Series Analysis by State Space Methods Second Edition von Durbin, James (eBook)

  • Erscheinungsdatum: 03.05.2012
  • Verlag: OUP Oxford
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Time Series Analysis by State Space Methods

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.

Produktinformationen

    Format: ePUB
    Kopierschutz: AdobeDRM
    Erscheinungsdatum: 03.05.2012
    Sprache: Englisch
    ISBN: 9780191627194
    Verlag: OUP Oxford
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