Multivariate Time Series With Linear State Space Structure

This book presents a comprehensive study of multivariate time series with linear state space structure. The emphasis is put on both the clarity of the theoretical concepts and on efficient algorithms for implementing the theory. In particular, it investigates the relationship between VARMA and state...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Gómez, Víctor (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:Inglés
Published: Cham : Springer International Publishing : Imprint: Springer, 2016.
Edition:1st ed. 2016.
Subjects:
Statistics .
Mathematical statistics-Data processing.
Probabilities.
Econometrics.
Statistical Theory and Methods.
Statistics and Computing.
Probability Theory.
Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences.
Statistics in Business, Management, Economics, Finance, Insurance.
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