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Time series analysis by state space methods /

Durbin, James. ,

Time series analysis by state space methods / J. Durbin, S. J. Koopman. - xvii, 253 pages : illustrations ; 24 cm. - Oxford ststistical science series ; 24 .

ISBN: 0198523548

Subjects--Topical Terms:
Time-series analysis.
State-space methods.

LC Class. No.: QA280 / .D87 2001

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