Cargando…
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...
| Autor principal: | |
|---|---|
| Lenguaje: | eng |
| Publicado: |
Springer
2016
|
| Materias: | |
| Acceso en línea: | https://dx.doi.org/10.1007/978-3-319-28599-3 http://cds.cern.ch/record/2157774 |