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scientific article; zbMATH DE number 2012512
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scientific article; zbMATH DE number 2012512

    Statements

    author
    Chris Chatfield
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    publication date
    3 December 2003
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    zbMATH Keywords
    time series models
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    spectral analysis
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    linear systems
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    nonlinear models
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    multivariate time series modelling
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    forecasting
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    bivariate processes
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    Kalman filter
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    state-space models
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62-01
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    62M15
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    62M20
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    zbMATH DE Number
    2012512
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