State Space Modeling of Time Series

By Masahiko Aoki

Book Overview

This book provides a state space approach to time series modeling. The new edition has been completely reorganized and rewritten. The aim of the book is to present a new, computer-oriented method for building models for vector-valued time series.

• Format: Paperback
• Language: English
• ISBN: 3540528709
• ISBN13: 9783540528708
• Release Date: August 1990
• Publisher: Springer
• Length: 323 Pages
• Weight: 1.20 lbs.
• Dimensions: 0.7" x 6.7" x 9.6"