Durbin, J.
Libros de: Durbin, J.
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Time Series Analysis by State Space Methods
Durbin, J.
Oxford University Press (2012)
- EAN: 9780199641178
- Páginas: 368
- Fecha de edición: 2012
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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 ...