1.

Record Nr.

UNICAMPANIAVAN00115013

Autore

Gómez, Víctor

Titolo

Multivariate time series with linear state space structure / Víctor Gómez

Pubbl/distr/stampa

[Cham], : Springer, 2016

Titolo uniforme

Multivariate time series with linear state space structure

Descrizione fisica

XVII, 541 p. ; 24 cm

Soggetti

37M10 - Time series analysis of dynamical systems [MSC 2020]

60Gxx - Stochastic processes [MSC 2020]

62-XX - Statistics [MSC 2020]

62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020]

62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020]

65Fxx - Numerical linear algebra [MSC 2020]

93E10 - Estimation and detection in stochastic control theory [MSC 2020]

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia