Time series analysis by state space methods
By: J. Durbin and S.J. Koopman.
Contributors: Koopman, S. J.
Series: Oxford statistical science series -- 24.
Publisher: Oxford University Press
Published: 2001
Place of publication: Oxford; New York
Number of pages: 253
Subjects: Time-series analysis.; State-space methods.
Notes: Includes bibliographical references (p. [241]-247) and index.