Information Center for Mathematical Science
Time Series Analysis by State Space Methods
|저자||James Durbin and Siem Jan Koopman||역저|
|출판사||Oxford University Press||출판년도||0000-00-00|
|서평||[Oxford University Press 도서정보]
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 ....