Time series analysis by state space methods
J. Durbin and S. J. Koopman
| Year of publication: |
2001 ; 1. publ.
|
|---|---|
| Authors: | Durbin, James ; Koopman, Siem Jan |
| Publisher: |
Oxford : Oxford University Press |
| Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Zustandsraummodell | State space model | Zustandsraum |
| Description of contents: | Table of Contents [gbv.de] ; Table of Contents [loc.gov] ; Description [zbmath.org] ; Description [loc.gov] |
| Extent: | XVII, 253 S graph. Darst. 24 cm |
|---|---|
| Series: | Oxford statistical science series. - Oxford : Clarendon Press, ISSN 0952-9942, ZDB-ID 22636-1. - Vol. 24 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. [241] - 247 |
| ISBN: | 0-19-852354-8 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001530511