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State Space Modeling of Time Series (Universitext)
State Space Modeling of Time Series - Universitext
Author: Masanao 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: 9783540528708
ISBN-10: 3540528709
Publication Date: 9/21/1990
Pages: 323
Edition: 2nd, revised a. enla
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Publisher: Springer
Book Type: Paperback
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