Contacto
Como comprar
Entrega
Guia de compras
Multivariate Time Series With Linear State Space Structure
Inglês
252 b
Política de devolução de 30 dias
Os clientes também compraram
/
Calendário
21.96
€
/
Capa mole
11.84
€
/
Livro de capa dura
31.08
€
/
Capa mole
14.07
€
/
Capa mole
9.20
€
This book presents a comprehensive study of multivariate time series with linear state space structure. The emphasis is put on both the clarity of the theoretical concepts and on efficient algorithms for implementing the theory. In particular, it investigates the relationship between VARMA and state space models, including canonical forms. It also highlights the relationship between Wiener-Kolmogorov and Kalman filtering both with an infinite and a finite sample. The strength of the book also lies in the numerous algorithms included for state space models that take advantage of the recursive nature of the models. Many of these algorithms can be made robust, fast, reliable and efficient. The book is accompanied by a MATLAB package called SSMMATLAB and a webpage presenting implemented algorithms with many examples and case studies. Though it lays a solid theoretical foundation, the book also focuses on practical application, and includes exercises in each chapter. It is intended for researchers and students working with linear state space models, and who are familiar with linear algebra and possess some knowledge of statistics.
Sobre o livro
Inglês
Ofereça este livro hoje
É fácil
1 Adicione ao carrinho e escolha Entregar como presente ao finalizar a compra 2 Receberá um vale 3 O livro chegará ao endereço do destinatárioTambém pode estar interessado em
/
Capa mole
45.46
€
/
Capa mole
8.60
€
/
Capa mole
17.41
€
/
Capa mole
108.04
€
/
Livro de capa dura
60.75
€
/
Livro de capa dura
36.75
€
Olá! Sou o Libroamiko, o seu conselheiro de livros.
Como posso ajudar?