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State Space Modeling of Time Series

State Space Modeling of Time Series

Paperback

Series: Universitext

EconomicsGeneral MathematicsProbability & Statistics

ISBN10: 3540528709
ISBN13: 9783540528708
Publisher: Springer Nature
Published: Aug 1 1990
Pages: 323
Weight: 1.23
Height: 0.73 Width: 6.69 Depth: 9.61
Language: English
This book provides a state space approach to time series modeling. The new edition has been completely reorganized and rewritten. The aim of the book is to present a new, computer-oriented method for building models for vector-valued time series.

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Probability & Statistics