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Time Series Models - Lecture Notes in Statistics Manfred Deistler 1st ed. 2022 edition
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Time Series Models - Lecture Notes in Statistics
Manfred Deistler
The second part deals with multivariate AR, ARMA and state space models, which are the most important model classes for stationary processes, and addresses the structure of AR, ARMA and state space systems, Yule-Walker equations, factorization of rational spectral densities and Kalman filtering.
201 pages, 10 Illustrations, color; 3 Illustrations, black and white; XIV, 201 p. 13 illus., 10 illu
| Media | Bøker Pocketbok (Bok med mykt omslag og limt rygg) |
| Utgitt | 22. oktober 2022 |
| ISBN13 | 9783031132124 |
| Utgivere | Springer International Publishing AG |
| Antall sider | 201 |
| Mål | 150 × 220 × 10 mm · 338 g |
| Språk | Engelsk |
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