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

Författare:
inbunden, 2016
Engelska

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