Durbin, J., 1923-
Time series analysis by state space methods /
J. Durbin and S.J. Koopman.
- xvii, 253 p. : ill. ; 25 cm.
- Oxford Statistical Science Series ; 24 .
0198523548 (acid-free paper)
00054845
State-space methods
Time-series analysis
QA280 / .D87 2001