Nonlinear time series: theory, methods and applications with R examples

FOUNDATIONSLinear ModelsStochastic Processes The Covariance World Linear Processes The Multivariate Cases Numerical Examples ExercisesLinear Gaussian State Space Models Model Basics Filtering, Smoothing, and Forecasting Maximum Likelihood Estimation Smoothing Splines and the Kalman Smoother Asymptot...

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Detalles Bibliográficos
Autores principales: Douc, Randal, Moulines, Eric, Stoffer, David
Lenguaje:eng
Publicado: CRC Press 2014
Materias:
Mathematical Physics and Mathematics
Acceso en línea:http://cds.cern.ch/record/2018937

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