Durbin, J.

Libros de: Durbin, J.

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  • Time Series Analysis by State Space Methods

    Durbin, J.

    Oxford University Press (2012)

    valoración

    • EAN: 9780199641178
    • Páginas: 368
    • Fecha de edición: 2012

    pvp.71,50 €

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    This excellent text provides a comprehensive 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 ...