Linear time series with MATLAB and O...
Gomez, Victor.

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  • Linear time series with MATLAB and OCTAVE
  • 紀錄類型: 書目-電子資源 : Monograph/item
    正題名/作者: Linear time series with MATLAB and OCTAVE/ by Victor Gomez.
    作者: Gomez, Victor.
    出版者: Cham :Springer International Publishing : : 2019.,
    面頁冊數: xvii, 339 p. :ill., digital ;24 cm.
    內容註: Preface -- Software Installation -- Stationarity, VARMA and ARIMA Models -- VARMAX and Transfer Function Models -- Unobserved Components in Univariate Series -- Spectral Analysis -- Computing Echelon Forms by Polynomial Methods -- Multivariate Structural Models -- Cointegrated VARMA Models -- Simulation of Common Univariate and Multivariate Models -- The State Space Model -- SSMMATLAB Examples by Subject -- Author Index -- Subject Index.
    Contained By: Springer eBooks
    標題: Time-series analysis. -
    電子資源: https://doi.org/10.1007/978-3-030-20790-8
    ISBN: 9783030207908
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W9393900 電子資源 11.線上閱覽_V 電子書 EB QA280 .G338 2019 一般使用(Normal) 在架 0
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