model's predictive capability? These are some of the questions that need to be answered in proposing any time series model construction method. This book addres

This book provides a comprehensive and concrete illustration of time series analysis focusing on the state-space model, which has recently attracted increasing

In this book, the author adopts a state space approach to time series modeling to provide a new, computer-oriented method for building models for vector-valued

This new edition updates Durbin & Koopman's important text on the state space approach to time series analysis. The distinguishing feature of state space time s

State space time series analysis emerged in the 1960s in engineering, but its applications have spread to other fields. Durbin (statistics, London School of Eco