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Time Series Analysis by State Space MethodsSecond Edition$
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James Durbin and Siem Jan Koopman

Print publication date: 2012

Print ISBN-13: 9780199641178

Published to Oxford Scholarship Online: December 2013

DOI: 10.1093/acprof:oso/9780199641178.001.0001

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PRINTED FROM OXFORD SCHOLARSHIP ONLINE (oxford.universitypressscholarship.com). (c) Copyright Oxford University Press, 2022. All Rights Reserved. An individual user may print out a PDF of a single chapter of a monograph in OSO for personal use.date: 26 June 2022

Introduction

Introduction

Chapter:
(p.1) 1 Introduction
Source:
Time Series Analysis by State Space Methods
Author(s):

J. Durbin

S.J. Koopman

Publisher:
Oxford University Press
DOI:10.1093/acprof:oso/9780199641178.003.0001

This introductory chapter provides an overview of the main themes covered in the present book, namely linear Gaussian state space models and non-Gaussian and nonlinear state space models. It also describes the notations used and other books on state space methods.

Keywords:   linear Gaussian state space models, nonlinear state space models, non-Gaussian models, state space methods

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