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Record Nr. |
UNICAMPANIAVAN00115013 |
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Autore |
Gómez, Víctor |
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Titolo |
Multivariate time series with linear state space structure / Víctor Gómez |
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Pubbl/distr/stampa |
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Titolo uniforme |
Multivariate time series with linear state space structure |
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Descrizione fisica |
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Soggetti |
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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] |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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