Zustand-Raum-Methoden zur Zeitreihenanalyse: Theorie, Anwendungen und
137,93 €
This flexible, powerful, and free software tool enables readers to replicate the practical examples in the text and apply the procedures to their own work. After discussing the formulation of the state-space model, the book illustrates the flexibility of the state-space representation and covers the main state estimation algorithms: filtering and smoothing.
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