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Durbin, J. 1923-2012

Time series analysis by state space methods / J. Durbin, S. J. Koopman. - 2nd ed. - Oxford : Oxford University Press, 2012. - xxi, 346 p. : charts, tables ; 25 cm. - Oxford statistical science series ; 38 .

Includes Indexes.

Bibliography : p. [326]-339.

9780199641178


Time-series analysis.
State-space methods.





--Reading book

519.55 / DUR