The State Space Models Toolbox for MATLAB
State Space Models (SSM) is a MATLAB toolbox for time series analysis by state space methods. The software features fully interactive construction and combination of models, with support for univariate and multivariate models, complex time-varying (dy- namic) models, non-Gaussian models, and various...
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| Principais autores: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Foundation for Open Access Statistics
2011-05-01
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| Colecção: | Journal of Statistical Software |
| Assuntos: | |
| Acesso em linha: | http://www.jstatsoft.org/v41/i06/paper |
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