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Introduction
J. Durbin and S.J. Koopman
in Time Series Analysis by State Space Methods: Second Edition
- Published in print:
- 2012
- Published Online:
- December 2013
- ISBN:
- 9780199641178
- eISBN:
- 9780191774881
- Item type:
- chapter
- Publisher:
- Oxford University Press
- DOI:
- 10.1093/acprof:oso/9780199641178.003.0001
- Subject:
- Mathematics, Probability / Statistics
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 ... More
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