Time Series and Linear Systems (Lecture Notes in Control and Information Sciences, 86)
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.
Keywords
LINEAR PROGRAMMINGTIME-SERIES ANALYSIS
