The Statistical Theory of Linear Systems - Hannan, E J; Deistler, Manfred
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An updated edition of a classic text treating the identification of noisy linear systems, interweaving structure theory and statistical analysis.

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Produktbeschreibung
An updated edition of a classic text treating the identification of noisy linear systems, interweaving structure theory and statistical analysis.
Autorenporträt
E. J. Hannan (1921-1994) was Professor of Statistics at the Australian National University in Canberra. He was a pioneer of modern time series analysis and winner of both the Pitman Medal and the Thomas Ranken Lyle Medal. The Australian Academy of Sciences commemorates his work by awarding the Hannan Medal every two years to recognise achievements of Australians in pure mathematics, applied and computational mathematics and statistical science.