
Structure Selection of Stochastic Dynamic Systems
Sandor M. Veres(Author)
Gordon & Breach Science Publishers SA
1st Edition
Will be published approx. on 1. January 1991
Book
Hardback
356 pages
978-2-88124-715-6 (ISBN)
Description
This book gives a reliable review on structure selection of stochastic dynamic systems using information criteria AIC, BIC, o and stochastic complexity. After theoretical investigations many simulations are estimators, which illustrate both the effectiveness and the limitations of these methods. The reader can gain his or her own experience on the"working" of many methods (associated with different parameter estimators) using the demonstration disk which can be run on most IBM-compatible personal computers. The book will be helpful to anybody interested in applying automated methods of model-structure selection inn control engineering, in time series analysis or in signal processing.
More details
Language
English
Place of publication
Oxford
Netherlands
Target group
Professional and scholarly
Dimensions
Height: 229 mm
Width: 152 mm
Weight
660 gr
ISBN-13
978-2-88124-715-6 (9782881247156)
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Schweitzer Classification
Person
Sandor M. Veres University of Birmingham, UK
Content
Preface 1. Introduction 3. Asymptotic Theory for Discrete-Time Models 4. Model Structure Validation 5. Simulational Comparison of Methods 6. Continuous Time Linear Models