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Time series analysis by state space methods

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Bibliographic Details
Main Authors: Durbin J. (James), 1923-
Group Author: (Siem Jan); Koopman S. J.
Published: Oxford University Press,
Publisher Address: Oxford
Publication Dates: 2012.
Literature type: Book
Language: English
Edition: 2nd ed.
Series: Oxford statistical science series ; 38
Subjects:
State-space methods.
Time-series analysis.
Carrier Form: xxi, 346 p.: ill. ; 25 cm.
ISBN: 9780199641178
019964117X
Index Number: O211
CLC: O211.61
Call Number: O211.61/D953/2nd.ed.
Contents: Includes bibliographical references (p. [326]-339) and indexes.

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