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Time Series Analysis By State Space Methods Oxford Statistical Science Series 1st Edition James Durbin

  • SKU: BELL-2126296
Time Series Analysis By State Space Methods Oxford Statistical Science Series 1st Edition James Durbin
$ 31.00 $ 45.00 (-31%)

5.0

58 reviews

Time Series Analysis By State Space Methods Oxford Statistical Science Series 1st Edition James Durbin instant download after payment.

Publisher: Oxford University Press
File Extension: DJVU
File size: 4.38 MB
Pages: 273
Author: James Durbin, Siem Jan Koopman
ISBN: 0198523548
Language: English
Year: 2001
Edition: 1

Product desciption

Time Series Analysis By State Space Methods Oxford Statistical Science Series 1st Edition James Durbin by James Durbin, Siem Jan Koopman 0198523548 instant download after payment.

This excellent text provides a comprehensive treatment of 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 disturbence terms, each of which is modelled separately. The techniques that emerge from this approach are very flexible and are capable of handling a much wider range of problems than the main analytical system currently in use for time series analysis, the Box-Jenkins ARIMA system. The book provides an excellent source for the development of practical courses on time series analysis.

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