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  • Víctor Gómez
    978-3-319-28599-3
    2016
    Edition 1
    • Provides a comprehensive account of both theory and algorithms for time series and linear state space models
    • Refers to a webpage with algorithms programmed in MATLAB and numerous examples
    • Studies the relationship between VARMA and state space models and between Wiener-Kolmogorov theory and Kalman filtering

    €180

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