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Oxford University Press Oxford Time Series Analysis by State Space Methods - 2nd Ed

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Description

This second edition from Oxford University Press updates the essential text by Durbin and Koopman on the state space approach to time series analysis. As part of the Oxford Statistical Science Series (Volume 38), this book provides a deep look into modeling observations as distinct components. Unlike the standard Box-Jenkins ARIMA system, the state space approach allows for the separate modeling of trend, seasonal, regression elements, and disturbance terms. This flexibility enables researchers and students to handle a much wider range of complex problems in time series analysis. It is an updated resource for those studying mathematical modeling and statistical science.

Key Features

This second edition updates the important text by Durbin and Koopman on state space time series models.

Part of the Oxford Statistical Science Series, specifically Volume 38, published by Oxford University Press.

The state space approach models distinct components such as trend, seasonal, regression elements, and disturbance terms separately.

Provides a flexible alternative to the Box-Jenkins ARIMA system for handling a wider range of time series problems.

Categorized under Mathematics Modelling for specialized academic and professional use.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
03 May 2012
Listed Since
20 October 2011

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No barcode data available

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