Faithin Omaha eBook Collection

Providing a practical introduction to state space methods as applied to unobserved components time series models, also known as structural time series models, t

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

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

The state-space approach provides a formal framework where any result or procedure developed for a basic model can be seamlessly applied to a standard formulati

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