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.
| Author: Masanao Aoki |
| Publisher: Springer |
| Publication Date: Aug 01, 1990 |
| Number of Pages: 323 pages |
| Binding: Paperback or Softback |
| ISBN-10: 3540528709 |
| ISBN-13: 9783540528708 |