Multivariate time series with linear state space structure / Víctor Gómez

• Autore: Gómez, Víctor
• Pubblicazione: [Cham], : Springer, 2016
• Titolo uniforme: Multivariate time series with linear state space structure
• Descrizione fisica: XVII, 541 p. ; 24 cm
• Soggetto topico: 60Gxx - Stochastic processes [MSC 2020]; 62-XX - Statistics [MSC 2020]; 37M10 - Time series analysis of dynamical systems [MSC 2020]; 65Fxx - Numerical linear algebra [MSC 2020]; 93E10 - Estimation and detection in stochastic control theory [MSC 2020]; 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020]; 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020]
• Soggetto non controllato: Algorithms for state space models; Forecasting; Kalman Filter; MATLAB; Multivariate time series; Signal extraction; Smoothing; State-space models; Time series; Wiener-Kolmogorov theory
• Titolo autorizzato: Multivariate time series with linear state space structure
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN0115013
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: http://dx.doi.org/10.1007/978-3-319-28599-3