Time Series Analysis by State Space Methods (Oxford Statistical Science Series) by James Durbin, Siem Jan Koopman

Time Series Analysis by State Space Methods (Oxford Statistical Science Series)



Download Time Series Analysis by State Space Methods (Oxford Statistical Science Series)




Time Series Analysis by State Space Methods (Oxford Statistical Science Series) James Durbin, Siem Jan Koopman
Language: English
Page: 273
Format: djvu
ISBN: 0198523548, 9780198523543
Publisher: Oxford University Press

Review

... provides an up-to-date exposition and comprehensive treatment of state space models in time series analysis. Journal of the Royal Statistical Society This book will be helpful to graduate students and applied statisticians working in the area of econometric modelling as well as researchers in the areas of engineering, medicine and biology where state space models are used. Journal of the Royal Statistical Society ... a good mixture of theory and practical applications ... graduate and research students will definitely enjoy this book. Also practitioners will find the book quite useful. I would also recommend it for library purchase. Journal of the Royal Statistical Society

About the Author

James Durbin is at London School of Economics and Political Science. Siem Jan Koopman is at Department of Econometrics, Free University, Amsterdam, The Netherlands.

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