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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
| メディア | 書籍 Paperback Book (ソフトカバーで背表紙を接着した本) |
| リリース済み | 2022年10月22日 |
| ISBN13 | 9783031132124 |
| 出版社 | Springer International Publishing AG |
| ページ数 | 201 |
| 寸法 | 150 × 220 × 10 mm · 338 g |
| 言語 | 英語 |
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