State Space Modeling of Time Series /

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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Bibliographic Details

Main Author:	Aoki, Masanao
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg, 1990.
Edition:	Second, rev. and enlarged edition.
Series:	Universitext,
Subjects:	Economics. Statistics. Engineering mathematics. Operations research. Electronic books.
Online Access:	Connect to the full text of this electronic book