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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
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 2022. gada 22. oktobris |
| ISBN13 | 9783031132124 |
| Izdevēji | Springer International Publishing AG |
| Lapas | 201 |
| Izmēri | 150 × 220 × 10 mm · 338 g |
| Valoda | Angļu |
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