Multivariate Time Series With Linear State Space Structure

DOI10.1007/978-3-319-28599-3zbMath1338.62003OpenAlexW2497898356MaRDI QIDQ2812520

Víctor Gómez

Publication date: 16 June 2016

Full work available at URL: https://doi.org/10.1007/978-3-319-28599-3

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Software, source code, etc. for problems pertaining to statistics (62-04) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

Related Items (3)

Spatiotemporal analysis using Riemannian composition of diffusion operators ⋮ The multivariate bullwhip effect ⋮ Casting vector time series: algorithms for forecasting, imputation, and signal extraction

Uses Software

• SSMMATLAB
• Unnamed Item

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