Time Series Analysis by State Space Methods

Name: Time Series Analysis by State Space Methods: Second Edition
Brand: Oxford University Press (UK)
SKU: 9780199641178
Price: 5011.00 INR
Availability: InStock

Second Edition

by James Durbin

Oxford University Press (UK)

₹5,011

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From the publisher

This new edition updates Durbin & Koopman's important text on 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 as trend, seasonal, regression elements and disturbance terms, each of which is modelled separately.

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