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Durbin, Koopman

Libros de: Durbin, Koopman

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  • Time Series Analysis by State Space Methods.

    Time Series Analysis by State Space Methods.

    Durbin, Koopman

    Oxford University Press (2003)

    valoración

    • EAN: 9780198523543
    • Páginas: 253
    • Fecha de edición: 2003

    pvp.72,80 €

    Sin Stock. Posibilidad entre 11 y 20 dias

    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 ...