Time Series Analysis by State-Space Methods

"Time Series Analysis by State-Space Methods" by J. Durbin and S. J. Koopman is reviewed.

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Bibliographic Details
Published in:Journal of the American Statistical Association 2003, Vol.98 (461), p.255-256
Main Authors: Aruoba, S. Borağan, Campbell, Sean D
Format: Review
Language:English
Subjects:
Durbin, J
Koopman, S J
Mathematical methods
Nonfiction
Statistical methods
Statistics
Textbooks
Time series
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Description
Summary:"Time Series Analysis by State-Space Methods" by J. Durbin and S. J. Koopman is reviewed.
ISSN:0162-1459
1537-274X
DOI:10.1198/jasa.2003.s261