Multivariate Time Series With Linear State Space Structure (Record no. 426565)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 03854nam a22005415i 4500 |
| 020 ## - INTERNATIONAL STANDARD BOOKNUMBER | |
| International Standard Book Number | 9783319285993 |
| -- | 978-3-319-28599-3 |
| 024 7# - | |
| -- | 10.1007/978-3-319-28599-3 |
| -- | doi |
| 040 ## - | |
| -- | ISI Library, Kolkata |
| 050 #4 - | |
| -- | QA276-280 |
| 072 #7 - | |
| -- | PBT |
| -- | bicssc |
| 072 #7 - | |
| -- | MAT029000 |
| -- | bisacsh |
| 072 #7 - | |
| -- | PBT |
| -- | thema |
| 082 04 - DEWEYDECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.5 |
| Edition number | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Gómez, Víctor. |
| Relator code | aut |
| -- | http://id.loc.gov/vocabulary/relators/aut |
| 245 10 - TITLE STATEMENT | |
| Title | Multivariate Time Series With Linear State Space Structure |
| Medium | [electronic resource] / |
| Statement of responsibility, etc | by Víctor Gómez. |
| 942 ## - ADDED ENTRY ELEMENTS(KOHA) | |
| Koha item type | E-BOOKS |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| -- | author. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE STATEMENTS | |
| Place of production, publication, distribution, manufacture | Cham : |
| Name of producer, publisher, distributor, manufacturer | Springer International Publishing : |
| -- | Imprint: Springer, |
| Date of production, publication, distribution, manufacture | 2016. |
| 300 ## - | |
| -- | XVII, 541 p. |
| -- | online resource. |
| 336 ## - CONTENT TYPE | |
| Content Type Term | text |
| Content Type Code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media Type Term | computer |
| Media Type Code | c |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier Type Term | online resource |
| Carrier Type Code | cr |
| Source | rdacarrier |
| 347 ## - | |
| -- | text file |
| -- | |
| -- | rda |
| 505 0# - | |
| -- | 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. |
| 520 ## - | |
| -- | 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 space models, including canonical forms. It also highlights the relationship between Wiener-Kolmogorov and Kalman filtering both with an infinite and a finite sample. The strength of the book also lies in the numerous algorithms included for state space models that take advantage of the recursive nature of the models. Many of these algorithms can be made robust, fast, reliable and efficient. The book is accompanied by a MATLAB package called SSMMATLAB and a webpage presenting implemented algorithms with many examples and case studies. Though it lays a solid theoretical foundation, the book also focuses on practical application, and includes exercises in each chapter. It is intended for researchers and students working with linear state space models, and who are familiar with linear algebra and possess some knowledge of statistics. |
| 650 #0 - | |
| -- | Mathematical statistics. |
| 650 #0 - | |
| -- | Distribution (Probability theory. |
| 650 #0 - | |
| -- | Statistics. |
| 650 #0 - | |
| -- | Econometrics. |
| 650 14 - | |
| -- | Statistical Theory and Methods. |
| -- | http://scigraph.springernature.com/things/product-market-codes/S11001 |
| 650 24 - | |
| -- | Statistics and Computing/Statistics Programs. |
| -- | http://scigraph.springernature.com/things/product-market-codes/S12008 |
| 650 24 - | |
| -- | Probability Theory and Stochastic Processes. |
| -- | http://scigraph.springernature.com/things/product-market-codes/M27004 |
| 650 24 - | |
| -- | Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences. |
| -- | http://scigraph.springernature.com/things/product-market-codes/S17020 |
| 650 24 - | |
| -- | Econometrics. |
| -- | http://scigraph.springernature.com/things/product-market-codes/W29010 |
| 650 24 - | |
| -- | Statistics for Business/Economics/Mathematical Finance/Insurance. |
| -- | http://scigraph.springernature.com/things/product-market-codes/S17010 |
| 710 2# - | |
| -- | SpringerLink (Online service) |
| 773 0# - | |
| -- | Springer eBooks |
| 776 08 - | |
| -- | Printed edition: |
| -- | 9783319285986 |
| 776 08 - | |
| -- | Printed edition: |
| -- | 9783319286006 |
| 776 08 - | |
| -- | Printed edition: |
| -- | 9783319803852 |
| 856 40 - | |
| -- | https://doi.org/10.1007/978-3-319-28599-3 |
| 912 ## - | |
| -- | ZDB-2-SMA |
| 950 ## - | |
| -- | Mathematics and Statistics (Springer-11649) |
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