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Time Series Models

Usually dispatched within 3 - 5 business days.

In Stock (175)

£ 89.99

Description

The second part deals with multivariate AR, ARMA and state space models, which are the most important model classes for stationary processes, and addresses the structure of AR, ARMA and state space systems, Yule-Walker equations, factorization of rational spectral densities and Kalman filtering.