State Space Modeling of Time Series by Masanao Aoki

State Space Modeling of Time Series

Universitext

Masanao Aoki

323 pages missing pub info (editions)

nonfiction business economics mathematics informative medium-paced
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Description

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. Backgro...

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