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Time Series and Linear Systems : Lecture Notes in Control and Information Sciences - Sergio Bittanti

Time Series and Linear Systems

By: Sergio Bittanti (Editor)

Paperback | 1 October 1986

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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.

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