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Time Series Models
idioma: inglês
Editor:
Springer International Publishing AG, outubro de 2022 ‧
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121,66€
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SINOPSE
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.
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9783031132124 |
| Editor: | Springer International Publishing AG |
| Data de Lançamento: | outubro de 2022 |
| Idioma: | Inglês |
| Dimensões: | 155 x 235 x 20 mm |
| Encadernação: | Capa mole |
| Páginas: | 201 |
| Tipo de produto: | Livro |
| Coleção: | Lecture Notes In Statistics |
| Classificação Temática: |
Livros em Inglês
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| EAN: | 9783031132124 |
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