State Space Modeling of Time Series / by Masanao Aoki.
Model's predictive capability? These are some of the questions that need to be answered in proposing any time series model construction method. This book addresses these questions in Part II. Briefly, the covariance matrices between past data and future realizations of time series are used to b...
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Full Text (via Springer) |
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Main Author: | |
Format: | eBook |
Language: | English |
Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
1987.
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Series: | Universitext.
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Internet
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Call Number: |
HB1-846.8
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HB1-846.8 | Available |