Time Series and Linear Systems | ISBN 9783540471554

Time Series and Linear Systems

herausgegeben von Sergio Bittanti
Buchcover Time Series and Linear Systems  | EAN 9783540471554 | ISBN 3-540-47155-3 | ISBN 978-3-540-47155-4

Time Series and Linear Systems

herausgegeben von Sergio Bittanti

Inhaltsverzeichnis

  • 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.