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Multivariate Time Series With Linear State Space Structure Victor Gomez 1st ed. 2016 edition
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Multivariate Time Series With Linear State Space Structure
Victor Gomez
This book presents a comprehensive study of multivariate time series with linear state space structure. The strength of the book also lies in the numerous algorithms included for state space models that take advantage of the recursive nature of the models.
541 pages, biography
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | May 23, 2016 |
| ISBN13 | 9783319285986 |
| Publishers | Springer International Publishing AG |
| Pages | 541 |
| Dimensions | 155 × 235 × 30 mm · 952 g |
| Language | German |
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