Time Series Analysis by State Space Models (Oxford Statistical Science Series) - Hardcover

Durbin, James; Koopman, Siem Jan

 
9780198523543: Time Series Analysis by State Space Models (Oxford Statistical Science Series)
Hardcover
ISBN 10: 0198523548 ISBN 13: 9780198523543
Verlag: Clarendon Press, 2001

Inhaltsangabe

This excellent text provides a comprehensive treatment of 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 disturbence terms, each of which is modelled separately. The techniques that emerge from this approach are very flexible and are capable of handling a much wider range of problems than the main analytical system currently in use for time series analysis, the Box-Jenkins ARIMA system. The book provides an excellent source for the development of practical courses on time series analysis.

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Verlag
Clarendon Press
Erscheinungsdatum
2001
Sprache
Englisch
ISBN 10 
0198523548
ISBN 13 
9780198523543
Einband
Gebundene Ausgabe
Anzahl der Seiten
253
Kontakt zum Hersteller
Nicht verfügbar
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