Time Series Models
Manfred Deistler, Wolfgang Scherrer
Springer International Publishing AG, 2022
121,95 €On orderDelivery: 2-3 weeks
The second part deals with multivariate AR, ARMA and state space models, which are the most important model classes for stationary processes, and addresses the structure of AR, ARMA and state space systems, Yule-Walker equations, factorization of rational spectral densities and Kalman filtering.
- ISBN-13
- 9783031132124
- ISBN-10
- 3031132122
- Publisher
- Springer International Publishing AG
- Year
- 2022
- Publication date
- 2022-10-22
- Pages
- 201
- Dimensions
- 235x155x