Articoli correlati a Dynamic Stochastic Models from Empirical Data

Dynamic Stochastic Models from Empirical Data - Rilegato

Kashyap, R.L.; Rao, A. Ramachandra

 
9780124005501: Dynamic Stochastic Models from Empirical Data

Sinossi

[XVI, 334 p. ; 23 cm.] (Mathematics in science and engineering ; 122) [CONTENTS : - Preface - Acknowledgments - Notation and symbols 1. Introduction to the construction of models 2. Preliminary analysis of stochastic dynamical systems 3. Structure of univariate models 4. Estimability in single output systems 5. Structure and estimability in multivariate systems 6. Estimation in autoregressive processes 7. Parameter estimation in systems with both moving average and autoregressive terms 8. Class selection and validation of univariate models 9. Class selection and validation of multivariate models 10. Modeling river flows 11. Some additional case studies in model building - References - Index] [NUOVO (Copertina rigida editoriale)]

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