TY  - BOOK
AU  - Durbin,James
AU  - Koopman,Siem Jan
TI  - Time series analysis by state space methods / 
T2  - Oxford statistical science series ; 
SN  - 0198523548
U1  - 519.55  21
PY  - 2001///
CY  - Oxford : 
PB  - Oxford University Press, 
KW  - Representación espacio-estado
KW  - Procesos de Gauss
KW  - Modelos estadísticos
N1  - Incluye referencias bibliográficas (páginas 241-247) e índices; 1. Introduction -- I. The linear Gaussian state space model: 2. Local level model ; 3. Linear Gaussian state space models ; 4. Filtering, smoothing and forecasting ; 5. Initialisation of filter and smoother ; 6. Further computational aspects ; 7. Maximum likelihood estimation ; 8. Bayesian analysis ; 9. Illustrations of the use of the linear Gaussian Model -- II. Non-Gaussian and nonlinear state space models : 10. Non-Gausian and nonlinear state space models ; 11. Importance sampling ; 12. Analysis from a classical standpoint ; 13. Analysis from a Bayesian standpoint ; 14. Non-Gaussian and nonlinear illustrations
ER  -