TIME SERIES ANALY BY STATE SPACE METHODS:SECOND EDITION OSSS (Oxford Statistical Science Series)
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TIME SERIES ANALY BY STATE SPACE METHODS:SECOND EDITION OSSS (Oxford Statistical Science Series)
This is a comprehensive treatment of the state space approach to time series analysis. A distinguishing feature of state space time series models is that observations are regarded as made up of distinct components, which are each modelled separately.