Multivariate time series with linear state space structure
Auteur :
Gómez, VÃctor
Éditeur :
Springer International Publishing AG
ISBN :
9783319803852
Date de publication :
26 mai 2018
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
Suisse
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.