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Multivariate Time Series With Linear State Space Structure (Record no. 426565)

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
--	PDF
--	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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Indian Statistical Institute Library, Kolkata

Multivariate Time Series With Linear State Space Structure (Record no. 426565)