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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| 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: | |
| Online Access: | Connect to the full text of this electronic book |
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