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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Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Gómez, Víctor (Auteur)
Collectivité auteur: SpringerLink (Online service)
Format: Électronique eBook
Langue:Inglés
Publié: Cham : Springer International Publishing : Imprint: Springer, 2016.
Édition:1st ed. 2016.
Sujets:
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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