Multivariate Time Series With Linear State Space Structure

Multivariate Time Series With Linear State Space Structure by Víctor Gómez.

This book presents a comprehensive study of multivariate time series with linear state space structure. The emphasis is put on both the clarity of the theoretical concepts and on efficient algorithms for implementing the theory. In particular, it investigates the relationship between VARMA and state...

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Bibliographic Details
Main Author: Gómez, Víctor (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2016.
Edition:1st ed. 2016.
Series:Springer eBook Collection.
Subjects:
Statistics .
Probabilities.
Econometrics.
Electronic resources (E-books)
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Call Number: E-Book
Status: Available

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