TIME SERIES ANALY BY STATE SPACE METHODS:SECOND EDITION OSSS

TIME SERIES ANALY BY STATE SPACE METHODS:SECOND EDITION OSSS (Oxford Statistical Science Series)

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.
Country USA
Brand Oxford University Press, USA
Manufacturer Oxford University Press
Binding Hardcover
ItemPartNumber 9780199641178
ReleaseDate 2012-05-03
UnitCount 1
EANs 9780199641178

TIME SERIES ANALY BY STATE SPACE METHODS:SECOND EDITION OSSS (Oxford Statistical Science Series)