Multivariate Time Series With Linear State Space Structure - Couverture rigide

G�mez, V�ctor

9783319285986: Multivariate Time Series With Linear State Space Structure

Couverture rigide

ISBN 10 : 331928598X ISBN 13 : 9783319285986

Editeur : Springer International Publishing AG, 2016

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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.

Les informations fournies dans la section � Synopsis � peuvent faire r�f�rence � une autre �dition de ce titre.

� propos de l?auteur

Dr. V�ctor G�mez 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.

Les informations fournies dans la section � A propos du livre � peuvent faire r�f�rence � une autre �dition de ce titre.

�diteurSpringer International Publishing AG
Date d'�dition2016
ISBN 10 331928598X
ISBN 13 9783319285986
ReliureReli�
Langueanglais
Num�ro d'�dition1
Nombre de pages541
Coordonn�es du fabricantnon disponible

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9783319803852: Multivariate Time Series With Linear State Space Structure

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ISBN 10 : 3319803859 ISBN 13 : 9783319803852
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Multivariate Time Series With Linear State Space Structure.

G�mez, V�ctor

Edit� par Cham, Springer., 2016

ISBN 10 : 331928598X ISBN 13 : 9783319285986

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XVII, 541 p. Hardcover. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband besto�en, daher M�ngelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Sprache: Englisch. N� de r�f. du vendeur 95MB

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Multivariate Time Series With Linear State Space Structure

V�ctor G�mez

Edit� par Springer International Publishing, 2016

ISBN 10 : 331928598X ISBN 13 : 9783319285986

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Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Provides a comprehensive account of both theory and algorithms for time series and linear state space modelsRefers to a webpage with algorithms programmed in MATLAB and numerous examples Studies the relationship between VARMA and sta. N� de r�f. du vendeur 105407661

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Multivariate Time Series With Linear State Space Structure

V�ctor G�mez

Edit� par Springer International Publishing, 2016

ISBN 10 : 331928598X ISBN 13 : 9783319285986

Neuf Couverture rigide

Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne

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Buch. Etat : 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. N� de r�f. du vendeur 9783319285986

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Multivariate Time Series With Linear State Space Structure

V�ctor G�mez

Edit� par Springer International Publishing Mai 2016, 2016

ISBN 10 : 331928598X ISBN 13 : 9783319285986

Neuf Couverture rigide

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Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne

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Buch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 560 pp. Englisch. N� de r�f. du vendeur 9783319285986

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Multivariate Time Series With Linear State Space Structure

V�ctor G�mez

Edit� par Springer International Publishing, Springer International Publishing Mai 2016, 2016

ISBN 10 : 331928598X ISBN 13 : 9783319285986

Neuf Couverture rigide

Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne

�valuation du vendeur 5 sur 5 �toiles

Buch. Etat : Neu. Neuware -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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 560 pp. Englisch. N� de r�f. du vendeur 9783319285986

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