Time Series Analysis by State Space Methods (Oxford Statistical Science Series). This item is unavailable.
Language: English
Published by Oxford Univ Pr, 2001
- Hardcover
- Used
Unavailable
Hardcover
Condition: Used - Good
US$ 13.76
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- Title
- Time Series Analysis by State Space Methods (Oxford Statistical Science Series)
- Author
- Durbin, James,Koopman, Siem Jan
- Publisher
- Oxford Univ Pr
- Publication year
- 2001
- Condition
- Good
- Binding
- hardcover
- Language
- English
- ISBN 10
- 0198523548
- ISBN 13
- 9780198523543
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.
"Synopsis" may belong to another edition of this title.
About the Author
James Durbin is at London School of Economics and Political Science. Siem Jan Koopman is at Department of Econometrics, Free University, Amsterdam, The Netherlands.
"About the title" may belong to another edition of this title.