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Books like Time Series Analysis by State Space Methods by J. Durbin


First publish date: 2012
Authors: J. Durbin
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Time Series Analysis by State Space Methods by J. Durbin

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Books similar to Time Series Analysis by State Space Methods (4 similar books)

Time series analysis by 11607455|Jonathan D. Cryer book cover

📘 Time series analysis
 by Jonathan D. Cryer

This book has been developed for a one-semester course usually attended by students in statistics, economics, business, engineering, and quantitative social sciences. A unique feature of this edition is its integration with the R computing environment. Basic applied statistics is assumed through multiple regression. Calculus is assumed only to the extent of minimizing sums of squares but a calculus-based introduction to statistics is necessary for a thorough understanding of some of the theory. Actual time series data drawn from various disciplines are used throughout the book to illustrate the methodology.

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Applied statistical time series analysis by 2123353|Robert H. Shumway book cover

📘 Applied statistical time series analysis
 by Robert H. Shumway


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Applied time series analysis by 7264792|Wayne A. Woodward book cover

📘 Applied time series analysis
 by Wayne A. Woodward


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Introduction to time series and forecasting by 8010556|Peter J. Brockwell book cover

📘 Introduction to time series and forecasting
 by Peter J. Brockwell

A practical guide to time‑series theory and forecasting, emphasizing model construction and data analysis for readers with a foundation in calculus, matrix algebra, and elementary statistics.

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Some Other Similar Books

Time Series Analysis: Forecasting and Control by George E. P. Box and G. M. Jenkins
Statistical Methods for Time Series Analysis by exclusively M. B. Priestley
Time Series: Theory and Methods by Peter J. Brockwell and Richard A. Davis
State Space Methods for Time Series Analysis by James Durbin and Siem Jan Koopman
Time Series Analysis and Its Applications: With R Examples by Robert H. Shumway and David S. Stoffer
Forecasting: principles and practice by Rob J. Hyndman and George Athanasopoulos
Applied Bayesian Forecasting and Time Series Analysis by Andrew G. J. and James H. S. (James H. Stock and Mark W. Watson)

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