Multivariate time series with linear state space structure. (2016)

• Record Type: Book
• Further Information: Note: Víctor Gómez.
• Authors: Gómez, Víctor
• Contents: Preface -- Computer Software -- Orthogonal Projection -- Linear Models -- Stationarity and Linear Time Series Models -- The State Space Model -- Time Invariant State Space Models -- Time Invariant State Space Models With Inputs -- Wiener-Kolmogorov Filtering and Smoothing -- SSMMATLAB -- Bibliography -- Author Index -- Subject Index.
• Publisher Details: Switzerland : Springer
• Publication Date: 2016
• Extent: 1 online resource
• Subjects: 519.55; Statistics; Variate difference method; Orthographic projection; Linear models (Statistics); Linear time invariant systems; MATHEMATICS / Applied; MATHEMATICS / Probability & Statistics / General; Linear models (Statistics); Linear time invariant systems; Orthographic projection; Variate difference method; Computers -- Mathematical & Statistical Software; Mathematics -- Probability & Statistics -- General; Business & Economics -- Econometrics; Business & Economics -- Statistics; Mathematical & statistical software; Probability & statistics; Econometrics; Mathematical statistics; Distribution (Probability theory); Econometrics; Electronic books
• Languages: English
• ISBNs: 9783319285993; 3319285998; 9783319285986
• Related ISBNs: 9783319285986; 331928598X
• Notes: Note: Includes bibliographical references and index.; Note: Vendor-supplied metadata.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.