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Item Details
| Title:
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TIME SERIES MODELS
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| By: |
Manfred Deistler |
| Format: |
Paperback / softback |
| List price:
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£79.99 |
| Our price: |
£69.99 |
| Discount: |
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| You save:
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£10.00 |
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| ISBN 10: |
3031132122 |
| ISBN 13: |
9783031132124 |
| Availability: |
Usually dispatched within 1-3 weeks.
 Delivery
rates
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| Stock: |
Currently 0 available |
| Publisher: |
SPRINGER INTERNATIONAL PUBLISHING AG |
| Pub. date: |
22 October, 2022 |
| Edition: |
1st ed. 2022 |
| Series: |
Lecture Notes in Statistics |
| Pages: |
201 |
| Language: |
English |
| Description: |
The second part deals with multivariate AR, ARMA and state space models, which are the most important model classes for stationary processes, and addresses the structure of AR, ARMA and state space systems, Yule-Walker equations, factorization of rational spectral densities and Kalman filtering. |
| Illustrations: |
10 Illustrations, color; 3 Illustrations, black and white; XIV, 201 p. 13 illus., 10 illus. in color. |
| Returns: |
Returnable |
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