Gómez, Víctor
Multivariate Time Series With Linear State Space Structure
Table of contents
1. Orthogonal Projection
Víctor Gómez
2. Linear Models
Víctor Gómez
3. Stationarity and Linear Time Series Models
Víctor Gómez
4. The State Space Model
Víctor Gómez
5. Time Invariant State Space Models
Víctor Gómez
6. Time Invariant State Space Models with Inputs
Víctor Gómez
7. Wiener–Kolmogorov Filtering and Smoothing
Víctor Gómez
8. SSMMATLAB
Víctor Gómez
Keywords: Statistics, Statistical Theory and Methods, Statistics and Computing/Statistics Programs, Probability Theory and Stochastic Processes, Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences, Econometrics, Statistics for Business/Economics/Mathematical Finance/Insurance
- Author(s)
- Gómez, Víctor
- Publisher
- Springer
- Publication year
- 2016
- Language
- en
- Edition
- 1
- Page amount
- 17 pages
- Category
- Natural Sciences
- Format
- Ebook
- eISBN (PDF)
- 9783319285993
- Printed ISBN
- 978-3-319-28598-6
