Time series and linear systems
edited by S. Bittanti.
Berlin : Springer-Verlag, ©1986.
xvii, 243 págs. ; 25 cm.
Serie: Lecture notes in control and information sciences ; 86
ISBN: 3540169032, 0387169032 (New York)
Incluye referencias bibliográficas.
Reseña: MathSciNet, 88b:93005
Contenido
- E. J. Hannan, Time series and stochastic models
- Manfred Deistler, Linear errors-in-variables models
- Giorgio Picci and Stefano Pinzoni, A new class of dynamic models for stationary time series
- Jorma Rissanen, Predictive and nonpredictive minimum description length principles
- Sergio Bittanti, Deterministic and stochastic linear periodic systems
- Daniel Boley and Sergio Bittanti, Numerical problems in linear system theory
- Michael McAleer and Manfred Deistler, Some recent developments in econometrics.