Multivariate Time Series With Linear State Space Structure

Multivariate Time Series With Linear State Space Structure  eBooks & eLearning

Posted by Underaglassmoon at May 15, 2016
Multivariate Time Series With Linear State Space Structure

Multivariate Time Series With Linear State Space Structure
Springer | Statistics | June 10, 2016 | ISBN-10: 331928598X | 541 pages | pdf | 4.82 mb

Authors: Gómez, Víctor
Provides a comprehensive account of both theory and algorithms for time series and linear state space models
Refers to a webpage with algorithms programmed in MATLAB and numerous examples
Studies the relationship between VARMA and state space models and between Wiener-Kolmogorov theory and Kalman filtering
Time Series Analysis by State Space Methods (Oxford Statistical Science Series) by James Durbin

Time Series Analysis by State Space Methods (Oxford Statistical Science Series) by James Durbin
English | 2001 | ISBN: 0198523548 | 273 Pages | DJVU | 4 MB

This excellent text provides a comprehensive treatment of the state space approach to time series analysis. The distinguishing feature of state space time series models is that observations are regarded as made up of distinct components such as trend, seasonal, regression elements and disturbence terms…

Time Series Analysis by State Space Methods: Second Edition  eBooks & eLearning

Posted by arundhati at Dec. 31, 2013
Time Series Analysis by State Space Methods: Second Edition

The late James Durbin, Siem Jan Koopman, "Time Series Analysis by State Space Methods: Second Edition"
2012 | ISBN-10: 019964117X | 368 pages | PDF | 2 MB

An Introduction to State Space Time Series Analysis (Practical Econometrics)(Repost)  eBooks & eLearning

Posted by Nice_smile) at Jan. 13, 2017
An Introduction to State Space Time Series Analysis (Practical Econometrics)(Repost)

An Introduction to State Space Time Series Analysis (Practical Econometrics) by Jacques J.F. Commandeur
English | 2007 | ISBN: 0199228876 | 240 Pages | PDF | 1.05 MB
Methods in Brain Connectivity Inference through Multivariate Time Series Analysis (Repost)

Koichi Sameshima, "Methods in Brain Connectivity Inference through Multivariate Time Series Analysis"
English | ISBN: 1439845727 | 2014 | 282 pages | PDF | 16 MB

Fundamentals of Linear State Space Systems  eBooks & eLearning

Posted by stabiq at March 15, 2016
Fundamentals of Linear State Space Systems

Fundamentals of Linear State Space Systems by John S Bay
1998 | PDF | 571 pages | ISBN-10: 0256246394, 0071160957 | English | 20 MB

This book addresses two primary deficiencies in the linear systems textbook market: a lack of development of state space methods from the basic principles and a lack of pedagogical focus.

An Introduction to State Space Time Series Analysis (repost)  eBooks & eLearning

Posted by interes at Jan. 30, 2015
An Introduction to State Space Time Series Analysis (repost)

An Introduction to State Space Time Series Analysis (Practical Econometrics) by Jacques J.F. Commandeur and Siem Jan Koopman
English | 2007-08-30 | ISBN: 0199228876 | 240 pages | PDF | 1 MB
Methods in Brain Connectivity Inference through Multivariate Time Series Analysis

Koichi Sameshima, "Methods in Brain Connectivity Inference through Multivariate Time Series Analysis"
English | ISBN: 1439845727 | 2014 | 282 pages | PDF | 16 MB

Robust Control of Uncertain Dynamic Systems: A Linear State Space Approach [Repost]  eBooks & eLearning

Posted by ChrisRedfield at May 24, 2014
Robust Control of Uncertain Dynamic Systems: A Linear State Space Approach [Repost]

Rama K. Yedavalli - Robust Control of Uncertain Dynamic Systems: A Linear State Space Approach
Published: 2013-12-27 | ISBN: 1461491312 | PDF | 220 pages | 3 MB

Multivariate Time Series Analysis: With R and Financial Applications  eBooks & eLearning

Posted by interes at May 14, 2014
Multivariate Time Series Analysis: With R and Financial Applications

Multivariate Time Series Analysis: With R and Financial Applications by Ruey S. Tsay
English | 2013 | ISBN: 1118617908 | ISBN-13: 9781118617908 | 520 pages | PDF | 5,5 MB

An accessible guide to the multivariate time series tools used in numerous real-world applications
Multivariate Time Series Analysis: With R and Financial Applications is the much anticipated sequel coming from one of the most influential and prominent experts on the topic of time series.