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Time Series Models

by Wolfgang Scherrer e Manfred Deistler
language: english
Publisher: Springer International Publishing AG, October of 2022 ‧
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The second part deals with multivariate AR, ARMA and state space models, which are the most important model classes for stationary processes, and addresses the structure of AR, ARMA and state space systems, Yule-Walker equations, factorization of rational spectral densities and Kalman filtering.

Time Series Models

by Wolfgang Scherrer e Manfred Deistler

Property Description
ISBN: 9783031132124
Publisher: Springer International Publishing AG
Release Date: October of 2022
Language: English
Dimensions: 155 x 235 x 20 mm
Cover: Softcover
Pages: 201
Format: Book
Collection: Lecture Notes In Statistics
Categories: Books in English > Economics, Finance and Accounting > Economy
Books in English > Others
EAN: 9783031132124

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