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Multivariate Time Series With Linear State Space Structure

Overview of attention for book
Cover of 'Multivariate Time Series With Linear State Space Structure'

Table of Contents

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    Book Overview
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    Chapter 1 Orthogonal Projection
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    Chapter 2 Linear Models
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    Chapter 3 Stationarity and Linear Time Series Models
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    Chapter 4 The State Space Model
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    Chapter 5 Time Invariant State Space Models
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    Chapter 6 Time Invariant State Space Models with Inputs
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    Chapter 7 Wiener–Kolmogorov Filtering and Smoothing
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    Chapter 8 SSMMATLAB
Attention for Chapter 4: The State Space Model
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