Introduction to State-Space Models | SpringerLink
https://link.springer.com/chapter/10.1007/978-3-030-47845-2_2
WEBOct 2, 2020 · A state-space model is a time series model that consists of two discrete-time processes := ( X t) t≥0, := ( Y t) t≥0, taking values respectively in spaces and ; in this book “” will mean “equal by definition”. These spaces can be multi-dimensional Euclidean spaces, discrete spaces but often also less standard.
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