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Time Series and Linear Systems

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Author(s): E. J. Hannan (auth.), Sergio Bittanti (eds.)
Series: Lecture Notes in Control and Information Sciences 86
Edition: 1
Publisher: Springer-Verlag Berlin Heidelberg
Year: 1986

Language: English
Pages: 247
City: Berlin; New York
Tags: Control Engineering; Systems Theory, Control; Calculus of Variations and Optimal Control; Optimization

Time series and stochastic models....Pages 1-36
Linear errors-in-variables models....Pages 37-68
A new class of dynamic models for stationary time series....Pages 69-114
Predictive and nonpredictive minimum description length principles....Pages 115-140
Deterministic and stochastic linear periodic systems....Pages 141-182
Numerical problems in linear system theory....Pages 183-221
Some recent developments in econometrics....Pages 222-243