Time series analysis by state space methods
J. Durbin (London School of Economics and Political Science and University College London), S.J. Koopman (Vrije Universiteit Amsterdam)
| Year of publication: |
2012 ; Second edition
|
|---|---|
| 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] ; Description [zbmath.org] |
| Extent: | xxi, 346 Seiten Illustrationen, Diagramme 24 cm |
|---|---|
| Series: | Oxford statistical science series. - Oxford : Clarendon Press, ISSN 0952-9942, ZDB-ID 22636-1. - Vol. no. 38 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Hier auch später erschienene, unveränderte Nachdrucke Literaturverzeichnis: Seite [326]-339 |
| ISBN: | 0-19-964117-X ; 978-0-19-964117-8 |
| Classification: | Mathematische Statistik |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009570767