02257nam0 22005413i 450 VAN0026432820250217014909.734N978364296985020231003d1987 |0itac50 baengDE|||| |||||i e bState Space Modeling of Time SeriesMasanao AokiBerlinSpringer-Verlag1987xi, 315 p.24 cm001VAN000245062001 Universitext210 Berlin [etc]Springer1930-VAN00287127State Space Modeling of Time Series33403562-XXStatistics [MSC 2020]VANC022998MF62M10Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020]VANC025079MF62M20Inference from stochastic processes and prediction; filtering [MSC 2020]VANC033691MF91B84Economic time series analysis [MSC 2020]VANC030773MF93B30System identification [MSC 2020]VANC023144MF93E12Identification in stochastic control theory [MSC 2020]VANC036699MFAlgorithmsKW:KDynamic ProgrammingKW:KForecastingKW:KInformationsKW:KInnovationKW:KInstrumental variablesKW:KModelingKW:KOptimizationKW:KRatingKW:KRegressionKW:KTime seriesKW:KValue at riskKW:KBerlinVANL000066AokiMasanaoVANV21712054078Springer <editore>VANV108073650ITSOL20250221RICAhttps://doi.org/10.1007/978-3-642-96985-0E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN00264328BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08DLOAD e-book 6921 08eMF6921 20231023 State space modeling of time series334035UNICAMPANIA