Time Series Analysis by State Space Methods (Oxford Statistical Science Series) by James Durbin, Siem Jan Koopman

Time Series Analysis by State Space Methods (Oxford Statistical Science Series)



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Time Series Analysis by State Space Methods (Oxford Statistical Science Series) James Durbin, Siem Jan Koopman ebook
Format: djvu
ISBN: 0198523548, 9780198523543
Page: 273
Publisher: Oxford University Press


Doi:10.1371/journal.pone.0002307.g001. Multivariate statistical modeling based on generalized linear models. Time series analysis by state-space methods. Table 1 shows the posterior estimates for the parameters in the set of state-space models fitted to the European rabbit and red-legged partridge time-series. Oxford, England: Oxford University Press. Durbin, Time series analysis by state space methods. Provides an up-to-date exposition and comprehensive treatment of state space models in time series analysis. Oxford New York: Oxford University Press, 2001. We present an univariate time series analysis of pertussis, mumps, measles and rubella based on Box-Jenkins or AutoRegressive Integrated Moving Average (ARIMA) modeling. Berlin, Germany: Springer-Verlag. (1985) Forecasting trends in time series, Management Science, 31, 1237-1246. Time Series Analysis by State Space Methods (Oxford Statistical Science). In some areas, in particular the one I know best, philosophers of science have gone backwards.