The Statistical Theory of Linear Systems (Classics in Applied Mathematics, Band 70) - Softcover

Name: The Statistical Theory of Linear Systems (Classics in Applied Mathematics, Band 70)
Author: Hannan, E. J.; Deistler, Manfred
ISBN: 9781611972184

Buch 103�von 354: Wiley Series in Probability and Statistics

Hannan, E. J.; Deistler, Manfred

9781611972184: The Statistical Theory of Linear Systems (Classics in Applied Mathematics, Band 70)

Softcover

ISBN 10: 1611972183 ISBN 13: 9781611972184

Verlag: CAMBRIDGE UNIV PR, 2012

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An updated edition of a classic text treating the identification of noisy linear systems, interweaving structure theory and statistical analysis.

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�ber die Autorinnen und Autoren

E. J. Hannan (1921-1994) was Professor of Statistics at the Australian National University in Canberra. He was a pioneer of modern time series analysis and winner of both the Pitman Medal and the Thomas Ranken Lyle Medal. The Australian Academy of Sciences commemorates his work by awarding the Hannan Medal every two years to recognise achievements of Australians in pure mathematics, applied and computational mathematics and statistical science.

Manfred Deistler is Emeritus Professor at the Vienna University of Technology. He is a Fellow of the Econometric Society, the IEEE and the Journal of Econometrics. He is also a member of the Austrian Academy of Sciences.

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Verlag: CAMBRIDGE UNIV PR
Erscheinungsdatum: 2012
Sprache: Englisch
ISBN 10: 1611972183
ISBN 13: 9781611972184
Einband: Taschenbuch
Anzahl der Seiten: 400
Kontakt zum Hersteller: Nicht verf�gbar
Verantwortliche Person: Mare Nostrum Group B.V.
gpsr@mare-nostrum.co.uk

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The Statistical Theory of Linear Systems

Manfred Deistler, E.J. Hannan

Verlag: Society for Industrial and Applied Mathematics,U.S., US, 2012

ISBN 10: 1611972183 ISBN 13: 9781611972184

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Paperback. Zustand: New. Originally published in 1988, The Statistical Theory of Linear Systems deals with identification (in the sense of obtaining a model from data) of multi-input and multi-output linear systems, in particular systems in ARMAX and state space form. The book emphasizes the underlying theory. It covers:Structure theory, in particular realization and parameterization of linear systems, with special emphasis on the analysis of properties of parameter spaces and parameterizations relevant for estimation and model selection.Gaussian maximum likelihood estimation of the real-valued parameters of linear systems, with an emphasis on asymptotic theoryModel selection, in particular order estimation, by information criteria such as AIC or BIC, with an emphasis on asymptotic theory.Procedures for calculation of estimates.Approximation by rational functions. Bestandsnummer des Verk�ufers LU-9781611972184

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