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Information Center for Mathematical Science

수학신간도서

Information Center for Mathematical Science

수학신간도서

Time Series Analysis by State Space Methods
저자 James Durbin and Siem Jan Koopman 역저
출판사 Oxford University Press 출판년도 0000-00-00
Pages 368 가격 £55.00
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 ....