Oxford Statistical Science Series Time Series Analysis by State Space Methods
Type
Book
Authors
ISBN 10
0198523548
ISBN 13
9780198523543
Category
Unknown
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Publication Year
2001
Publisher
Pages
253
Series Name
Description
This excellent text provides a comprehensive treatment of 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 disturbence terms, each of which is modelled separately. The techniques that emerge from this approach are very flexible and are capable of handling a much wider range of problems than the main analytical system currently in use for time series analysis, the Box-Jenkins ARIMA system. The book provides an excellent source for the development of practical courses on time series analysis. - from Amzon
Number of Copies
1
