Time series analysis by state space methods / J. Durbin, S.J. Koopman.

Bibliographic Details

Main Author:	Durbin, J. (James), 1923-2012
Other Authors:	Koopman, S. J. (Siem Jan)
Language:	English
Published:	Oxford : Oxford University Press, 2012.
Edition:	Second edition.
Series:	Oxford statistical science series ; 38.
Subjects:	Time-series analysis. State-space methods.
Physical Description:	xxi, 346 pages : illustrations ; 25 cm.
Format:	Book