State Space Modeling of Time Series
Von:
Aoki, MasanaoThis book provides a state space approach to time series modeling. The new edition has been completely reorganized and rewritten. The aim of the book is to present a new, computer-oriented method for building models for vector-valued time series.
This book provides a state space approach to time series modeling. The new edition has been completely reorganized and rewritten. The aim of the book is to present a new, computer-oriented method for building models for vector-valued time series.
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