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About Time Series Analysis by State Space Methods

This new edition updates Durbin & Koopman's important text on the state space approach to time series analysis providing a more comprehensive treatment, including the filtering of nonlinear and non-Gaussian series. The book provides an excellent source for the development of practical courses on time series analysis.

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  • Language:
  • English
  • ISBN:
  • 9780199641178
  • Binding:
  • Hardback
  • Pages:
  • 368
  • Published:
  • May 2, 2012
  • Edition:
  • 2
  • Dimensions:
  • 162x236x25 mm.
  • Weight:
  • 714 g.
Delivery: 2-4 weeks
Expected delivery: February 7, 2025

Description of Time Series Analysis by State Space Methods

This new edition updates Durbin & Koopman's important text on the state space approach to time series analysis providing a more comprehensive treatment, including the filtering of nonlinear and non-Gaussian series. The book provides an excellent source for the development of practical courses on time series analysis.

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