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001221s2001 enka b 001 0 eng |
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|a 00054845
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|a 0198523548 (acid-free paper)
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|a 54845
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|a DLC
|c DLC
|d DLC
|d OCoLC
|d OrLoB-B
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|a pcc
|
| 050 |
0 |
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|a QA280
|b .D87 2001
|
| 082 |
0 |
0 |
|a 519.5/5
|2 21
|
| 100 |
1 |
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|a Durbin, James.
|1 http://viaf.org/viaf/19757417
|
| 245 |
1 |
0 |
|a Time series analysis by state space methods /
|c J. Durbin and S.J. Koopman.
|
| 260 |
|
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|a Oxford ;
|a New York :
|b Oxford University Press,
|c 2001.
|
| 300 |
|
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|a xvii, 253 p. :
|b ill. ;
|c 25 cm.
|
| 336 |
|
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|a text
|b txt
|2 rdacontent
|0 http://id.loc.gov/vocabulary/contentTypes/txt
|
| 337 |
|
|
|a unmediated
|b n
|2 rdamedia
|0 http://id.loc.gov/vocabulary/mediaTypes/n
|
| 338 |
|
|
|a volume
|b nc
|2 rdacarrier
|0 http://id.loc.gov/vocabulary/carriers/nc
|
| 440 |
|
0 |
|a Oxford statistical science series ;
|v 24
|
| 504 |
|
|
|a Includes bibliographical references (p. [241]-247) and index.
|
| 505 |
0 |
0 |
|g 1.
|t Introduction --
|g I.
|t The Linear Gaussian State Space Model --
|g 2.
|t Local level model --
|g 3.
|t Linear Gaussian state space models --
|g 4.
|t Filtering, smoothing and forecasting --
|g 5.
|t Initialisation of filter and smoother --
|g 6.
|t Further computational aspects --
|g 7.
|t Maximum likelihood estimation --
|g 8.
|t Bayesian analysis --
|g 9.
|t Illustrations of the use of the linear Gaussian model --
|g II.
|t Non-Gaussian and Nonlinear State Space Models --
|g 10.
|t Non-Gaussian and nonlinear state space models --
|g 11.
|t Importance sampling --
|g 12.
|t Analysis from a classical standpoint --
|g 13.
|t Analysis from a Bayesian standpoint --
|g 14.
|t Non-Gaussian and nonlinear illustrations.
|
| 650 |
|
0 |
|a Time-series analysis.
|0 http://id.loc.gov/authorities/subjects/sh85135430
|
| 650 |
|
0 |
|a State-space methods.
|0 http://id.loc.gov/authorities/subjects/sh85127512
|
| 650 |
|
7 |
|a State-space methods.
|2 fast
|0 http://id.worldcat.org/fast/fst01131964
|
| 650 |
|
7 |
|a Time-series analysis.
|2 fast
|0 http://id.worldcat.org/fast/fst01151190
|
| 700 |
1 |
|
|a Koopman, S. J.
|q (Siem Jan)
|0 http://id.loc.gov/authorities/names/n00008824
|1 http://viaf.org/viaf/54370696
|
| 901 |
|
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|a ToCBNA
|
| 903 |
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|a (OCoLC)45636928
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|t Library of Congress classification
|a QA280 .D87 2001
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|b 099659820
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