Time series modeling with Matlab: the SSpace toolbox

DOI10.1007/978-3-030-26036-1_6zbMath1434.62195OpenAlexW2980472723WikidataQ107617913 ScholiaQ107617913MaRDI QIDQ2180399

Juan R. Trapero, Diego A. Villegas, Marco A. Villegas, Diego J. Pedregal

Publication date: 14 May 2020

Full work available at URL: http://hdl.handle.net/10578/24059

zbMATH Keywords

Kalman filtermaximum likelihoodMatlabstate-space systemssmoother algorithm

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

SSpace

Uses Software

• Matlab
• STAMP
• SSMMATLAB

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