Multivariate Time Series With Linear State Space Structure - Victor Gomez - Books - Springer International Publishing AG - 9783319285986 - May 23, 2016
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Multivariate Time Series With Linear State Space Structure 1st ed. 2016 edition

Victor Gomez

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Multivariate Time Series With Linear State Space Structure 1st ed. 2016 edition

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.

541 pages, biography

Media Books     Hardcover Book   (Book with hard spine and cover)
Released May 23, 2016
ISBN13 9783319285986
Publishers Springer International Publishing AG
Pages 541
Dimensions 155 × 235 × 30 mm   ·   952 g
Language German  
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