State Space Modeling of Time Series
This book provides a state space approach to time series modeling. The new edition has been completely reorganized and rewritten. The aim of the book is to present a new, computer-oriented method for building models for vector-valued time series.
| Autor: | Aoki, Masanao |
|---|---|
| ISBN: | 9783540528708 |
| Auflage: | 2 |
| Sprache: | Englisch |
| Seitenzahl: | 323 |
| Produktart: | Kartoniert / Broschiert |
| Verlag: | Springer Berlin |
| Veröffentlicht: | 01.08.1990 |
| Schlagworte: | Estimator Instrumentalvariablen Likelihood Regression Regression analysis Signal Time series algorithm algorithms calculus |