
Multivariate Time Series With Linear State Space Structure
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.
- Författare
- Víctor Gómez
- Upplaga
- 1st ed. 2016
- ISBN
- 9783319285986
- Språk
- Engelska
- Vikt
- 446 gram
- Utgivningsdatum
- 2016-05-23
- Sidor
- 541