Time Series and Linear Systems

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.

List 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.

Product details

• Assisted by: Sergi Bittanti (Editor), Sergio Bittanti (Editor)
• Publisher: Springer, Berlin
• Languages: English
• Product format: Paperback / Softback
• Released: 22.04.2014
• EAN: 9783540169031
• ISBN: 978-3-540-16903-1
• No. of pages: 247
• Weight: 453 g
• Illustrations: XVII, 247 p. 1 illus.
• Series: Lecture Notes in Control and Information Sciences; Lecture Notes in Control and Information Sciences
• Subject: Natural sciences, medicine, IT, technology > Technology > Electronics, electrical engineering, communications engineering