Durbin, J. and Koopman, S. J.

Time series analysis by state space methods / - 2nd - Oxford: Oxford University Press, 2012 - xxi, 346p. Bibl. Index - Oxford Statistical Science series ; vol. 38 .

"Purchased under NBHM grant for the year 2014-2015"

9780199641178

519.55 / D953.TS