02226nam0 2200493 i 450 VAN011501320220314120315.679N978-3-319-28599-320180220d2016 |0itac50 baengCH|||| |||||Multivariate time series with linear state space structureVíctor Gómez[Cham]Springer2016XVII, 541 p.24 cmVAN0242936Multivariate time series with linear state space structure152347960GxxStochastic processes [MSC 2020]VANC020000MF62-XXStatistics [MSC 2020]VANC022998MF37M10Time series analysis of dynamical systems [MSC 2020]VANC023406MF65FxxNumerical linear algebra [MSC 2020]VANC023723MF93E10Estimation and detection in stochastic control theory [MSC 2020]VANC024586MF62M10Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020]VANC025079MF62M20Inference from stochastic processes and prediction; filtering [MSC 2020]VANC033691MFAlgorithms for state space modelsKW:KForecastingKW:KKalman FilterKW:KMATLABKW:KMultivariate time seriesKW:KSignal extractionKW:KSmoothingKW:KState-space modelsKW:KTime seriesKW:KWiener-Kolmogorov theoryKW:KCHChamVANL001889GómezVíctorVANV089027755989Springer <editore>VANV108073650ITSOL20240614RICAhttp://dx.doi.org/10.1007/978-3-319-28599-3E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA CENTRO DI SERVIZIO SBAVAN15NVAN0115013BIBLIOTECA CENTRO DI SERVIZIO SBA15CONS SBA EBOOK 2388 15EB 2388 20180220 Multivariate time series with linear state space structure1523479UNICAMPANIA