---
title: "Siem Jan Koopman og James Durbin Time Series Analysis by State Space Methods"
ean: "9780199641178"
brand: "Siem Jan Koopman og James Durbin"
category: "Medier > Bøger > Trykte bøger"
price_min: 1079
price_max: 1079
currency: DKK
vendor_count: 1
in_stock: true
url: https://pricetracker.dk/p/9780199641178/time-series-analysis-by-state-space-methods
last_checked: 2026-10-15
---

# Siem Jan Koopman og James Durbin Time Series Analysis by State Space Methods

EAN 9780199641178 · Mærke: Siem Jan Koopman og James Durbin · Kategori: Medier > Bøger > Trykte bøger

Sammenlign priser på Siem Jan Koopman og James Durbin Time Series Analysis by State Space Methods fra 1 forhandler. Billigste pris nu: 1.079 kr hos Saxo DK. Se aktuelle priser og køb hos den billigste forhandler på https://pricetracker.dk/p/9780199641178/time-series-analysis-by-state-space-methods

## Priser
- **Billigste pris nu:** 1.079 kr hos Saxo DK
- **Prisspænd:** 1.079 kr – 1.079 kr på tværs af 1 forhandler

## Forhandlere
| Forhandler | Pris | Levering |
|---|---|---|
| Saxo DK | 1.079 kr | — |

## Om produktet
Beskrivelse fra forhandleren Saxo DK:

> 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 series models is that observations are regarded as made up of distinct components such as trend, seasonal, regression elements and disturbance terms, each of which is modelled separately. The techniques that emerge from this approach are very flexible and are capable of handling a much wider range of problems than the main analytical system currently in use for time series analysis, the Box-Jenkins ARIMA system. Additions to this second edition include the filtering of nonlinear and non-Gaussian series. Part I of the book obtains the mean and variance of the state, of a variable intended to measure the effect of an interaction and of regression coefficients, in terms of the observations. Part II extends the treatment to nonlinear and non-normal models. For these, analytical solutions are not available so methods are based on simulation.

---

Kilde: PriceTracker. Fuld side med interaktiv prishistorik og købslinks: https://pricetracker.dk/p/9780199641178/time-series-analysis-by-state-space-methods
Priserne er sidst kontrolleret 2026-10-15.