State Space Modeling of Time Series / by Masanao Aoki.
In this book, the author adopts a state space approach to time series modeling to provide a new, computer-oriented method for building models for vector-valued time series. This second edition has been completely reorganized and rewritten. Background material leading up to the two types of estimator...
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| Online Access: |
Full Text (via Springer) |
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| Main Author: | |
| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
1990.
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| Edition: | Second, rev. and enlarged edition. |
| Series: | Universitext.
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| Subjects: |
Internet
Full Text (via Springer)Online
| Call Number: |
HB1-846.8
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| HB1-846.8 | Available |