“This book is designed as an introductory reference and is written in an elegant and intuitive manner so as to enable students to understand such important and challenging topics as time series, system identification and recursive estimation methods. ... The book is highly recommended for the bookshelf of any student or practitioner who is beginning to deal with stochastic modelling, as well as for academics who need to explore methods beyond standard linear regressions for the process under study.” (Juan R. Trapero, International Journal of Forecasting, October, 2014)

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