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Multivariate Time Series With Linear State Space Structure

by Victor Gomez
language: english
Publisher: Springer International Publishing AG, May of 2018 ‧
89,21€
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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.

Multivariate Time Series With Linear State Space Structure

by Victor Gomez

Property Description
ISBN: 9783319803852
Publisher: Springer International Publishing AG
Release Date: May of 2018
Language: English
Dimensions: 156 x 234 x 29 mm
Cover: Softcover
Pages: 541
Format: Book
Categories: Books in English > Economics, Finance and Accounting > Economy
EAN: 9783319803852