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Gómez, Víctor

Multivariate Time Series With Linear State Space Structure

Gómez, Víctor - Multivariate Time Series With Linear State Space Structure, ebook

130,70€

Ebook, PDF with Adobe DRM
ISBN: 9783319285993
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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)
Publisher
Springer
Publication year
2016
Language
en
Edition
1
Category
Natural Sciences
Format
Ebook
eISBN (PDF)
9783319285993
Printed ISBN
978-3-319-28598-6

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