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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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... provides an up-to-date exposition and comprehensive treatment of state space models in time series analysis. (Journal of the Royal Statistical Society)
This book will be helpful to graduate students and applied statisticians working in the area of econometric modelling as well as researchers in the areas of engineering, medicine and biology where state space models are used. (Journal of the Royal Statistical Society)
... a good mixture of theory and practical applications ... graduate and research students will definitely enjoy this book. Also practitioners will find the book quite useful. I would also recommend it for library purchase. (Journal of the Royal Statistical Society)
Book by Durbin James Koopman Siem Jan
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Descrizione libro Oxford Univ Pr, 2001. Hardcover. Condizione: acceptable. Moderate to heavy notes, marking, highlighting, noticeable wear and tear, worn covers, crease pages. Supplemental materials are not guaranteed with any used book purchases. Codice articolo 0198523548_abe_ac
Descrizione libro Condizione: Good. Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc. Codice articolo 00007803700
Descrizione libro Clarendon Press 2001-06-01, 2001. Hardcover. Condizione: Very Good. Item is in very good condition. If supplemental codes/CDs for textbooks are required please contact us prior to purchasing as they may be missing. Photos are stock pictures and not of the actual item. Codice articolo DS-0198523548-2
Descrizione libro Oxford Univ Pr, 2001. Condizione: Good. A+ Customer service! Satisfaction Guaranteed! Book is in Used-Good condition. Pages and cover are clean and intact. Used items may not include supplementary materials such as CDs or access codes. May show signs of minor shelf wear and contain limited notes and highlighting. Codice articolo 0198523548-2-4