Multivariate Time Series With Linear State Space Structure
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Published By Springer International Publishing

9783319285986, 9783319285993

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Orthogonal Projection

Multivariate Time Series With Linear State Space Structure ◽

10.1007/978-3-319-28599-3_1 ◽

2016 ◽

pp. 1-60

Author(s):

Víctor Gómez

Keyword(s):

Orthogonal Projection

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Stationarity and Linear Time Series Models

Multivariate Time Series With Linear State Space Structure ◽

10.1007/978-3-319-28599-3_3 ◽

2016 ◽

pp. 113-211

Author(s):

Víctor Gómez

Keyword(s):

Time Series ◽

Linear Time ◽

Time Series Models

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Time Invariant State Space Models with Inputs

Multivariate Time Series With Linear State Space Structure ◽

10.1007/978-3-319-28599-3_6 ◽

2016 ◽

pp. 405-447

Author(s):

Víctor Gómez

Keyword(s):

State Space ◽

State Space Models ◽

Invariant State ◽

Time Invariant

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Wiener–Kolmogorov Filtering and Smoothing

Multivariate Time Series With Linear State Space Structure ◽

10.1007/978-3-319-28599-3_7 ◽

2016 ◽

pp. 449-519

Author(s):

Víctor Gómez

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Linear Models

Multivariate Time Series With Linear State Space Structure ◽

10.1007/978-3-319-28599-3_2 ◽

2016 ◽

pp. 61-111

Author(s):

Víctor Gómez

Keyword(s):

Linear Models

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SSMMATLAB

Multivariate Time Series With Linear State Space Structure ◽

10.1007/978-3-319-28599-3_8 ◽

2016 ◽

pp. 521-526

Author(s):

Víctor Gómez

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Time Invariant State Space Models

Multivariate Time Series With Linear State Space Structure ◽

10.1007/978-3-319-28599-3_5 ◽

2016 ◽

pp. 323-403

Author(s):

Víctor Gómez

Keyword(s):

State Space ◽

State Space Models ◽

Invariant State ◽

Time Invariant

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The State Space Model

Multivariate Time Series With Linear State Space Structure ◽

10.1007/978-3-319-28599-3_4 ◽

2016 ◽

pp. 213-322

Author(s):

Víctor Gómez

Keyword(s):

State Space ◽

State Space Model ◽

The State ◽

Space Model

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