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Time Series Analysis by State Space Methods - James Durbin

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2017-04-13
173,23 € 288,72 €

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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.

Kirjeldus

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.

Lisateave

Autor James Durbin
Kirjastaja Oxford University Press
Väljalaskeaasta 2017
Kaanetüüp Kõvakaaneline
EAN 9780199641178
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173,23 € 288,72 €