Indian Statistical Institute Library, Kolkata catalog

Normal view MARC view ISBD view

519.5

Gómez, Víctor. Multivariate Time Series With Linear State Space Structure by Víctor Gómez. -
XVII, 541 p. online resource. Content notes : 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. 9783319285993 * Mathematical statistics. Distribution (Probability theory. Statistics. Econometrics. Statistical Theory and Methods. Statistics and Computing/Statistics Programs. Probability Theory and Stochastic Processes. Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences. Econometrics. Statistics for Business/Economics/Mathematical Finance/Insurance.

Print
Add to your cart (remove)
Save record
More searches