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Multivariate Time Series With Linear State Space Structure

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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.

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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.

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Book Format

Hardcover, Softcover

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Book information

Edition
1st Edition
ISBN [Hardcover]
9783319285986
ISBN [Softcover]
9783319803852
Publisher
Springer
Year
2016
Pages
XVII, 541 p.
Language
English
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