Time Series and Linear Systems

Herausgegeben von Bittanti, Sergio

• Broschiertes Buch

Produktbeschreibung

Time series and stochastic models.- Linear errors-in-variables models.- A new class of dynamic models for stationary time series.- Predictive and nonpredictive minimum description length principles.- Deterministic and stochastic linear periodic systems.- Numerical problems in linear system theory.- Some recent developments in econometrics.

Produktdetails

• Lecture Notes in Control and Information Sciences .86
• Verlag: Springer / Springer Berlin Heidelberg / Springer, Berlin
• Artikelnr. des Verlages: 978-3-540-16903-1
• 1986
• Seitenzahl: 268
• Erscheinungstermin: 1. September 1986
• Englisch
• Abmessung: 244mm x 170mm x 15mm
• Gewicht: 453g
• ISBN-13: 9783540169031
• ISBN-10: 3540169032
• Artikelnr.: 40761291

Inhaltsangabe

Time series and stochastic models.- Linear errors-in-variables models.- A new class of dynamic models for stationary time series.- Predictive and nonpredictive minimum description length principles.- Deterministic and stochastic linear periodic systems.- Numerical problems in linear system theory.- Some recent developments in econometrics.