Multivariate Time Series With Linear State Space Structure

Víctor Gómez ()
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Víctor Gómez: Ministerio de Hacienda y Administracione, Dirección Gral. de Presupuestos,Subdirec

in Springer Books from Springer

Date: 2016
ISBN: 978-3-319-28599-3
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Chapters in this book:

Ch Chapter 1 Orthogonal Projection

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Ch Chapter 2 Linear Models

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Ch Chapter 3 Stationarity and Linear Time Series Models

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Ch Chapter 4 The State Space Model

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Ch Chapter 5 Time Invariant State Space Models

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Ch Chapter 6 Time Invariant State Space Models with Inputs

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Ch Chapter 7 Wiener–Kolmogorov Filtering and Smoothing

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Ch Chapter 8 SSMMATLAB

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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprbok:978-3-319-28599-3

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DOI: 10.1007/978-3-319-28599-3

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