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Time Series Analysis by State Space Methods [2 ed.] 12 个回复 - 2849 次查看
Title: Time Series Analysis by State Space Methods [2 ed.]
Authors: Durbin J., Koopman S.J.
Year:2012 Pages:369 Language:English Size:2 Mb Extension:pdf
Contents
1. Introduction
...2014-8-7 14:21 - 一道心茶 - 经管书评
time series analysis bystatespacemethods 35 个回复 - 16888 次查看
论坛上有人要,状态空间方法经典书籍,
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Time Series Analysis by State Space Methods
J. Durbin and S. J. Koopman
Description
Providing analyses from both classical and Bayesi ...2011-7-4 08:38 - wenyu - 金融学(理论版)