《Time Series Analysis by State Space Methods》，作者Durbin, J.
基本介紹
- 中文名：Time Series Analysis by State Space Methods
- 作者：Durbin, J.
- 出版社：Oxford University Press
- 出版年： 2012-7
- 頁數：368 頁
- 定價：112.99 元
- 語言：英語
內容簡介
This new edition updates Durbin & Koopman's important text on 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 disturbance terms, each of which is modelled separately.
