Time Series Analysis by State Space Methods (Oxford...

Main
Business & Economics
Mathematics
Time Series Analysis by State Space...

Time Series Analysis by State Space Methods (Oxford Statistical Science Series)

James Durbin, Siem Jan Koopman

0 / 0

0 comments

ఈ పుస్తకం ఎంతగా నచ్చింది?

దింపుకొన్న ఫైల్ నాణ్యత ఏమిటి?

పుస్తక నాణ్యత అంచనా వేయడాలనుకుంటే దీన్ని దింపుకోండి

దింపుకొన్న ఫైళ్ళ నాణ్యత ఏమిటి?

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.

వర్గాలు:

Business & Economics
Mathematics

సంవత్సరం:

2001

ముద్రణం:

ప్రచురణకర్త:

Oxford University Press

భాష:

english

పేజీల సంఖ్య:

273

ISBN 10: