Compare Prices | Create Shopping Lists with Price Drop Alerts | Set Coupons, Promo Codes & Sales Alerts | Get Access to Exclusive Deals and Much More... All in One Place | Read all about it here

Multivariate Time Series With Linear State Space Structure

Multivariate Time Series With Linear State Space Structure

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9783319285993
Condition
New
Product Description

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.

Available Colors
Available Sizes
1 Offer Price Range: $84.99 - $84.99
BEST PRICE

Single Product Purchase

$84.99
@ Link.springer.com     BUY Now

Price Comparison

Seller Contact Seller List Price On Sale Shipping Best Promo Final Price Volume Discount Financing Availability Seller's Page
BEST PRICE
1 Product Purchase
@ Link.springer.com
Contact Store Call Store Contact Support
$84.99 $84.99

$84.99
See Site In stock Visit Store

Similar Products

Other Words for Home

$7.46

Understanding and Responding to Sibling Sexual Abuse

$49.99

Differential Diagnosis for the Dermatologist

$299.00

Prediction Markets

$54.99

Response Feature Technology for High-Frequency Electronics. Optimization, Modeling, and Design Autom

$89.00

Organizational Psychology and Evidence-Based Management

$119.99

Universities in the Knowledge Society

$179.99

Der Risikopatient in der Ansthesie

$59.99

An Introduction to Python and Computer Programming

$179.99

Critical Thinking for Managers

$79.99

Effective Statistical Learning Methods for Actuaries II

$39.99

Lasers in Dermatology and Medicine

$159.00

Halbleiterbauelemente

$29.99

Der Gekhlte Raum der Transport Gekhlter Lebensmittel und die Eiserzeugung

$89.00

Cognitive, Conative and Behavioral Neurology

$109.99

Digging for Dinos: A Branches Book (Haggis and Tank Unleashed #2)

$5.24

Advances in Biomedical Infrastructure 2013

$169.99

Logischer Entwurf digitaler Systeme

$89.99

Platin

$54.99

Etat und Bilanz fr staatliche und kommunale Wirtschaftsbetriebe

$59.99

Pest in Venedig 15751577

$59.99

Stress and Orality

$109.99

Proceedings of IncoME-VI and TEPEN 2021

$219.99

Towards Bayesian Model-Based Demography

$59.99

Kooperative Kreativitt

$64.99

Virtual und Augmented Reality (VR/AR)

$39.99

Brckenkurs Mathematik

$37.99

Knowledge-Based Vision-Guided Robots

$39.99

Multivariable Feedback Systems

$54.99

The Aln Carbonatite Complex, Central Sweden

$79.99

The Angels Corpse

$54.99

Imaging of Bone Tumors and Tumor-Like Lesions

$219.99

Regulation of the Contractile Cycle in Smooth Muscle

$109.99

I Survived the Great Chicago Fire, 1871 (#11)

$4.49

Matsuo Bash?s Poetic Spaces

$39.99

Non-coding RNAs in Cardiovascular Diseases

$169.99

Flow Sensing in Air and Water

$169.00

Controlling der Informationsinfrastruktur

$49.99

Functional Organization of the Plant Nucleus

$169.99

Content Marketing fr Regionalbanken

$39.99