- 博客(0)
- 资源 (2)
空空如也
STATE Space and unobserved component
state space is the essential method for unobserved model which is widelly used in time series analysis.
2010-05-21
new introduction to multiple time series
Classical book about multivariate time series, including estimation and cointegration of VARMA model, Multivariate GARCH,
State space etc.
2009-08-31
空空如也
TA创建的收藏夹 TA关注的收藏夹
TA关注的人