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Time series analysis by state space methods

Durbin, J

Time series analysis by state space methods J. Durbin and S.J. Koopman - Oxford Oxford University Press 2001 - xvii, 253 p. : ill. ; 25 cm

Includes bibliographical references (p. [241]-247) and index

ISBN: 9780198523543

ISSN: 54845

Subjects--Topical Terms:
State-space methods
Time-series analysis

Dewey Class. No.: 519.55 DUR

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Time series analysis by state space methods

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