Time Series Analysis by State Space Methods - Hardback - 2012

This new edition updates Durbin Koopmans important text on the state space approach to time series analysis providing a more comprehensive treatment, including the filtering of nonlinear and nonGaussian series. The book provides an excellent source for the development of practical courses on time series analysis.
Year of publication: 2012
Pagination: 368 pages, 34 b/w illustrations
Format: Hardback
Serie: Oxford Statistical Science Series