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