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Multivariate Time Series With Linear State Space Structure
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Multivariate Time Series With Linear State Space Structure

Forfatter:
innbundet, 2016
Engelsk

This book presents a comprehensive study of multivariate time series with linear state space structure. The strength of the book also lies in the numerous algorithms included for state space models that take advantage of the recursive nature of the models.

Opplag
1st ed. 2016
ISBN
9783319285986
Språk
Engelsk
Vekt
446 gram
Utgivelsesdato
23.5.2016
Antall sider
541