Time Series Analysis by State Space Methods: Second Edition (Oxford Statistical Science, 38, Band 38) - Hardcover

Buch 7 von 8: Oxford Statistical Science

Durbin, James

 
9780199641178: Time Series Analysis by State Space Methods: Second Edition (Oxford Statistical Science, 38, Band 38)

Inhaltsangabe

Updates Durbin & Koopman's important text on the state space approach to time series analysis providing a more comprehensive treatment

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Über die Autorin bzw. den Autor

The late James Durbin was Professor of Statistics at the London School of Economics, President of the Royal Statistical Society and President of the International Statistical Institute. He was awarded the society's bronze, silver and gold medals for his contribution to statistics. He was a fellow of the British Academy.

Siem Jan Koopman has been Professor of Econometrics at the Free University in Amsterdam and research fellow at the Tinbergen Institute since 1999. He fullfills editorial duties at the Journal of Applied Econometrics, the Journal of Forecasting, the Journal of Multivariate Analysis and Statistica Sinica.




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