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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:
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
Softcover reprint of the original 1st ed. 2016
ISBN
9783319803852
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
26.5.2018
Antall sider
541