(DOWNLOAD) "Time Series Analysis by State Space Methods" by The late James Durbin & Siem Jan Koopman * Book PDF Kindle ePub Free
eBook details
- Title: Time Series Analysis by State Space Methods
- Author : The late James Durbin & Siem Jan Koopman
- Release Date : January 03, 2012
- Genre: Economics,Books,Business & Personal Finance,Science & Nature,Mathematics,
- Pages : * pages
- Size : 62910 KB
Description
This new edition updates Durbin & Koopman's important text on the state space approach to time series analysis providing a more comprehensive treatment, including the filtering of nonlinear and non-Gaussian series. The book provides an excellent source for the development of practical courses on time series analysis.
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