02302nam0 22005533i 450 VAN0028712820250217014842.120N978364275883620250217d1990 |0itac50 baengDE|||| |||||i e bState Space Modeling of Time SeriesMasanao Aoki2.rev. and enl. edBerlinSpringer-Verlag1990xvii, 323 p.ill.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>VANV108073650ITSOL20250307RICAhttps://doi.org/10.1007/978-3-642-75883-6E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN00287128BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08DLOAD e-Book 10705 08eMF10705 20250228 State space modeling of time series334035UNICAMPANIA