The Late James Durbin: 1 book
by Siem Jan Koopman, The late James Durbin
Language: English
Release Date: May 3, 2012
Language: English
Release Date: May 3, 2012
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 made up of distinct components such as trend, seasonal, regression elements and disturbance...
