£77.49

It has never been this cheap. We have no record of a lower price.

£77 today · cheaper than every other day in the last 3 months

Springer Multivariate Time Series With Linear State Space Structure

View at Amazon

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 39 days · 39 data points (no recent data)

Historical
Generating forecast…
£77.49 £73.62 £75.17 £76.72 £78.26 £79.81 £81.36 01 August 2026 10 August 2026 20 August 2026 29 August 2026 08 September 2026
View at Amazon ↗

Price data last checked 45 day(s) ago - refreshing...

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↑ Price chart
when this has been cheap or pricey
↑ Forecast
where the price is heading next
↓ Statistics
all-time high & low, recent range
↑ Price alert
name your number, we'll email you

Price Distribution

Price distribution over 39 days • 1 price levels

Days at Price
39 days 0 10 20 29 39 £77 Days at Price

Price Analysis

Most common price: £77 (39 days, 100.0%)

Price range: £77 - £77

Price levels: 1 different prices over 39 days

Description

This book presents a comprehensive study of multivariate time series with linear state space structure. The emphasis is put on both the clarity of the theoretical concepts and on efficient algorithms for implementing the theory. In particular, it investigates the relationship between VARMA and state space models, including canonical forms. It also highlights the relationship between Wiener-Kolmogorov and Kalman filtering both with an infinite and a finite sample. The strength of the book also lies in the numerous algorithms included for state space models that take advantage of the recursive nature of the models. Many of these algorithms can be made robust, fast, reliable and efficient. The book is accompanied by a MATLAB package called SSMMATLAB and a webpage presenting implemented algorithms with many examples and case studies. Though it lays a solid theoretical foundation, the book also focuses on practical application, and includes exercises in each chapter. It is intendedfor researchers and students working with linear state space models, and who are familiar with linear algebra and possess some knowledge of statistics.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
26 May 2018
Listed Since
29 May 2018

Barcode

No barcode data available

Similar Products You Might Like

Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series: 52 (Econometric Society Monographs, Series Number 52)
97% match

Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series: 52 (Econometric Society Monographs, Series Number 52)

Cambridge University Press

£98.79 03 Oct 2026
Introduction to Time Series Modeling with Applications in R (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)
97% match

Introduction to Time Series Modeling with Applications in R (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

CRC Press

£138.44 30 Sep 2026
Linear Time Series with MATLAB and OCTAVE (Statistics and Computing)
97% match

Linear Time Series with MATLAB and OCTAVE (Statistics and Computing)

Springer

£49.33 02 Oct 2026
Linear Time Series with MATLAB and OCTAVE (Statistics and Computing)
97% match

Linear Time Series with MATLAB and OCTAVE (Statistics and Computing)

Springer

£73.14 18 Sep 2026
State-Space Methods for Time Series Analysis: Theory, Applications and Software (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)
97% match

State-Space Methods for Time Series Analysis: Theory, Applications and Software (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

CRC Press

£105.98 24 Sep 2026
Wiley Long-Memory Time Series: Theory and Methods Book
96% match

Wiley Long-Memory Time Series: Theory and Methods Book

Wiley

£97.01 21 Aug 2026
Forecasting, Structural Time Series Models and the Kalman Filter
96% match

Forecasting, Structural Time Series Models and the Kalman Filter

Cambridge University Press

£139.99 01 Oct 2026
Time Series Modelling with Unobserved Components
96% match

Time Series Modelling with Unobserved Components

CRC Press

£50.99 02 Oct 2026
Time Series Econometrics (Springer Texts in Business and Economics)
96% match

Time Series Econometrics (Springer Texts in Business and Economics)

Springer

£78.82 11 Aug 2026
Time Series Modelling with Unobserved Components
96% match

Time Series Modelling with Unobserved Components

CRC Press

£93.40 13 Aug 2026
Smoothing, Filtering and Prediction - Estimating The Past, Present and Future
96% match

Smoothing, Filtering and Prediction - Estimating The Past, Present and Future

IntechOpen

£101.00 24 Sep 2026
Princeton University Press Time Series Analysis Textbook
96% match

Princeton University Press Time Series Analysis Textbook

Princeton University Press

£49.33 20 Aug 2026
Time Series Analysis with Long Memory in View (Wiley Series in Probability and Statistics)
96% match

Time Series Analysis with Long Memory in View (Wiley Series in Probability and Statistics)

Wiley

£95.75 01 Oct 2026
Advances in Time Series Methods and Applications: The A. Ian McLeod Festschrift: 78 (Fields Institute Communications, 78)
96% match

Advances in Time Series Methods and Applications: The A. Ian McLeod Festschrift: 78 (Fields Institute Communications, 78)

Springer

£61.42 13 Oct 2026
Advances in Time Series Methods and Applications: The A. Ian McLeod Festschrift: 78 (Fields Institute Communications, 78)
96% match

Advances in Time Series Methods and Applications: The A. Ian McLeod Festschrift: 78 (Fields Institute Communications, 78)

Springer

£61.42 13 Oct 2026
Time Series and Dynamic Models - Econometrics Reference
96% match

Time Series and Dynamic Models - Econometrics Reference

Cambridge University Press

£116.94 20 Oct 2026
Uncertainty Analysis in Econometrics with Applications: 200 (Advances in Intelligent Systems and Computing, 200)
96% match

Uncertainty Analysis in Econometrics with Applications: 200 (Advances in Intelligent Systems and Computing, 200)

Springer

£90.00 11 Sep 2026
Signal Extraction: Efficient Estimation, 'Unit Root'-Tests and Early Detection of Turning Points: 547 (Lecture Notes in Economics and Mathematical Systems, 547)
96% match

Signal Extraction: Efficient Estimation, 'Unit Root'-Tests and Early Detection of Turning Points: 547 (Lecture Notes in Economics and Mathematical Systems, 547)

Springer

£76.33 31 Aug 2026
Time Series and Dynamic Models (Themes in Modern Econometrics)
96% match

Time Series and Dynamic Models (Themes in Modern Econometrics)

Cambridge University Press

£45.60 02 Oct 2026
Nonlinear Time Series: Theory, Methods and Applications with R Examples (Chapman & Hall/CRC Texts in Statistical Science)
96% match

Nonlinear Time Series: Theory, Methods and Applications with R Examples (Chapman & Hall/CRC Texts in Statistical Science)

CRC Press

£90.00 23 Sep 2026
A Kalman Filter Primer (Statistics, Textbooks and Monographs)
96% match

A Kalman Filter Primer (Statistics, Textbooks and Monographs)

CRC Press

£65.73 19 Sep 2026
Dependence in Probability and Statistics: 187 (Lecture Notes in Statistics, 187)
96% match

Dependence in Probability and Statistics: 187 (Lecture Notes in Statistics, 187)

Springer

£83.23 22 Sep 2026
Bayesian Inference of State Space Models: Kalman Filtering and Beyond (Springer Texts in Statistics)
96% match

Bayesian Inference of State Space Models: Kalman Filtering and Beyond (Springer Texts in Statistics)

Springer

£90.30 14 Aug 2026
Time Series Analysis and Its Applications: With R Examples (Springer Texts in Statistics)
96% match

Time Series Analysis and Its Applications: With R Examples (Springer Texts in Statistics)

Springer

£94.00 21 Oct 2026