Multivariate Time Series With Linear State Space Structure
Victor Gomez
Springer International Publishing AG, 2018
121,95 €On orderDelivery: 2-3 weeks
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.
- ISBN-13
- 9783319803852
- ISBN-10
- 3319803859
- Publisher
- Springer International Publishing AG
- Year
- 2018
- Publication date
- 2018-05-26
- Pages
- 541
- Dimensions
- 235x155x