Linear time series with MATLAB and OCTAVE

DOI10.1007/978-3-030-20790-8MaRDI QIDQ5223194zbMATH OpenOpenAlexFDO

Authors Víctor Gómez

Publication date 17 July 2019

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-030-20790-8

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

Recommendations

• State-space methods for time series analysis. Theory, applications and software
• Multivariate time series with linear state space structure
• scientific article; zbMATH DE number 2012512
• The analysis of time series. An introduction with R
• scientific article; zbMATH DE number 5575315

Cited in

(5)

• Multivariate time series with linear state space structure
• State-space methods for time series analysis. Theory, applications and software
• Time Series Data Analysis in Oceanography
• Reduced-bias and partially reduced-bias mean-of-order-p value-at-risk estimation: a Monte-Carlo comparison and an application
• Ornstein–Uhlenbeck processes in Hilbert space and autoregressive moving-average time series

Describes a project that uses

Uses Software

• Matlab
• Octave
• SSMMATLAB
• TRAMO

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