Time Series and Linear Systems

Bibliographic Details
Other Authors: Bittanti, Sergio (Editor)
Format: eBook
Language:English
Published: Berlin, Heidelberg Springer Berlin Heidelberg 1986, 1986
Edition:1st ed. 1986
Series:Lecture Notes in Control and Information Sciences
Subjects:
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Table of Contents:
  • 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