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State Space Modeling of Time Series
State Space Modeling of Time Series
Author: Masahiko Aoki
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 estimators of the state space models is collected and pr...  more »
ISBN-13: 9780387172576
ISBN-10: 0387172572
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Publisher: Springer-Verlag Telos
Book Type: Paperback
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