Time series analysis by state space methods
This is a comprehensive treatment of the state space approach to time series analysis. A distinguishing feature of state space time series models is that observations are regarded as made up of distinct components, which are each modelled separately
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| Format: | eBook |
| Language: | English |
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Oxford
Oxford University Press
2012, 2012
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| Edition: | 2nd ed |
| Series: | Oxford statistical science series / Oxford statistical science series
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| Collection: | Oxford University Press - Collection details see MPG.ReNa |
| Summary: | This is a comprehensive treatment of the state space approach to time series analysis. A distinguishing feature of state space time series models is that observations are regarded as made up of distinct components, which are each modelled separately |
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| Physical Description: | xxi, 346 p. ill |
| ISBN: | 9780191774881 |