Time Series and Linear Systems
Published on 1. September 1986
Book
Paperback/Softback
XVII, 247 pages
978-3-540-16903-1 (ISBN)
Description
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.
More details
Series
Edition
1986 ed.
Language
English
Place of publication
Berlin
Germany
Publishing group
Springer Berlin
Target group
Professional and scholarly
Research
Illustrations
1 s/w Abbildung
XVII, 247 p. 1 illus.
Dimensions
Height: 244 mm
Width: 170 mm
Thickness: 15 mm
Weight
468 gr
ISBN-13
978-3-540-16903-1 (9783540169031)
DOI
10.1007/BFb0043798
Schweitzer Classification
Content
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.