Time series analysis by state space methods/

Durbin, J.

Time series analysis by state space methods/ J. Durbin and S.J. Koopman - Oxford: Oxford University Press, 2001 - xvii, 253 p.: ill.; 25 cm - Oxford statistical science series; 24 .

Includes bibliographical references and index

978-0-19-852354-3


Time-series analysis
State-space methods

QA 280 / .D87 2001
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