1.

Record Nr.

UNICAMPANIAVAN0264328

Autore

Aoki, Masanao

Titolo

State Space Modeling of Time Series / Masanao Aoki

Pubbl/distr/stampa

Berlin, : Springer, 1987

Descrizione fisica

xi, 315 p. ; 24 cm

Soggetti

62-XX - Statistics [MSC 2020]

93B30 - System identification [MSC 2020]

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

91B84 - Economic time series analysis [MSC 2020]

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

93E12 - Identification in stochastic control theory [MSC 2020]

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia