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Catalogue record by Adobe InDesign CS2 (4.0.5) is a book available to read on EtoBox.

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Front cover 1 Contents 8 Preface 14 Notation 16 CHAPTER 1: Introduction 18 CHAPTER 2: Multivariate random variables 30 CHAPTER 3: Regression-based methods 48 CHAPTER 4: Linear dynamic systems 86 CHAPTER 5: Stochastic processes 114 CHAPTER 6: Identification, estimation, and modelchecking 162 CHAPTER 7: Spectral analysis 204 CHAPTER 8: Linear systems and stochastic processes 232 CHAPTER 9: Multivariate time series 264 CHAPTER 10: State space models of dynamic systems 300 CHAPTER 11: Recursive estimation 330 CHAPTER 12: Real life inspired problems 348 APPENDIX A: The solution to difference equations 372 APPENDIX B: Partial autocorrelations 374 APPENDIX C: Some results from trigonometry 378 APPENDIX D: List of acronyms 380 APPENDIX E: List of symbols 382 Bibliography 384 Back cover 390

Author

Adobe InDesign CS2 (4.0.5)

Language

EN