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Time Series Analysis by State Space Methods

By: London School of Economics and Political Sciences) Durbin The late James (Formerly Professor of Statistics (Author) , Amsterdam) Koopman Free University Siem Jan (Department of Econometrics (Author)

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Ksh 23,500.00

Format: Hardback or Cased Book

ISBN-13: 9780199641178

Publisher: Oxford University Press

Publication Date: May 3rd, 2012

Weight: 678 grams

Dimension: 23.60 x 16.20 x 2.50 cms

Category: Economic statistics

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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.

Get Time Series Analysis by State Space Methods by The late James (Formerly Professor of Statistics, London School of Economics and Political Sciences) Durbin at the best price and quality guranteed only at Werezi Africa largest book ecommerce store. The book was published by Oxford University Press and it has pages. Enjoy Shopping Best Offers & Deals on books Online from Werezi - Receive at your doorstep - Fast Delivery - Secure mode of Payment

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