Verwandte Artikel zu Multivariate Time Series With Linear State Space Structure
Inhaltsangabe
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.
Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.
Über die Autorin bzw. den Autor
Dr. Víctor Gómez is a statistician and technical advisor at the Spanish Ministry of Finance and Public Administrations in Madrid. His professional activity involves statistical, econometric and, above all, time series analysis of macroeconomic data, mostly in connection with short term economic analysis. More recently, he has focused on research in the field of time series analysis and the development of software for time series analysis. He has also taught numerous courses on time series analysis and related topics such as short-term forecasting, seasonal adjustment methods or time series filtering.
Von der hinteren Coverseite
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.
„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.
- VerlagSpringer
- Erscheinungsdatum2016
- ISBN 10 331928598X
- ISBN 13 9783319285986
- EinbandTapa dura
- SpracheEnglisch
- Auflage1
- Anzahl der Seiten560
- Kontakt zum HerstellerNicht verfügbar
Neu kaufen
Diesen Artikel anzeigen
EUR 106,99
Gratis für den Versand innerhalb von/der Deutschland
Versandziele, Kosten & Dauer
Suchergebnisse für Multivariate Time Series With Linear State Space Structure
Beispielbild für diese ISBN
Multivariate Time Series With Linear State Space Structure.
Anbieter: Universitätsbuchhandlung Herta Hold GmbH, Berlin, Deutschland
Verkäuferbewertung 4 von 5 Sternen
XVII, 541 p. Hardcover. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Sprache: Englisch. Artikel-Nr. 95MB
Anzahl: 1 verfügbar
Foto des Verkäufers
Multivariate Time Series With Linear State Space Structure
Verlag:
Springer International Publishing, 2016
ISBN 10: 331928598X
ISBN 13: 9783319285986
Neu
Hardcover
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Buch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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 intendedfor researchers and students working with linear state space models, and who are familiar with linear algebra and possess some knowledge of statistics. Artikel-Nr. 9783319285986
Anzahl: 1 verfügbar
Beispielbild für diese ISBN
Multivariate Time Series With Linear State Space Structure
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
Verkäuferbewertung 5 von 5 Sternen
Zustand: New. In. Artikel-Nr. ria9783319285986_new
Anzahl: Mehr als 20 verfügbar
Beispielbild für diese ISBN
Multivariate Time Series With Linear State Space Structure
Anbieter: Revaluation Books, Exeter, Vereinigtes Königreich
Verkäuferbewertung 5 von 5 Sternen
Hardcover. Zustand: Brand New. 9.25x6.25x1.25 inches. In Stock. Artikel-Nr. x-331928598X
Anzahl: 2 verfügbar