Dynamic stochastic models from empirical data /:
Dynamic stochastic models from empirical data.
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Weitere Verfasser: | |
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
New York :
Academic Press,
1976.
|
| Schriftenreihe: | Mathematics in science and engineering ;
v. 122. |
| Schlagworte: | |
| Online-Zugang: | Volltext Volltext |
| Zusammenfassung: | Dynamic stochastic models from empirical data. |
| Beschreibung: | 1 online resource (xvi, 334 pages :) |
| Format: | Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. |
| Bibliographie: | Includes bibliographical references (pages 325-330) and index. |
| ISBN: | 9780124005501 0124005500 9780080956312 0080956319 |
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| 245 | 1 | 0 | |a Dynamic stochastic models from empirical data / |c R.L. Kashyap, A. Ramachandra Rao. |
| 260 | |a New York : |b Academic Press, |c 1976. | ||
| 300 | |a 1 online resource (xvi, 334 pages :) | ||
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| 490 | 1 | |a Mathematics in science and engineering ; |v v. 122 | |
| 504 | |a Includes bibliographical references (pages 325-330) and index. | ||
| 588 | 0 | |a Print version record. | |
| 506 | |3 Use copy |f Restrictions unspecified |2 star |5 MiAaHDL | ||
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| 583 | 1 | |a digitized |c 2010 |h HathiTrust Digital Library |l committed to preserve |2 pda |5 MiAaHDL | |
| 505 | 0 | |a Front Cover; Dynamic Stochastic Models from Empirical Data; Copyright Page; Contents; Preface; Acknowledgments; Notation and Symbols; CHAPTER I. INTRODUCTION TO THE CONSTRUCTION OF MODELS; 1a. Nature and Goals of Modeling; 1b. Description of Models; 1c. Choice of a Model for the Given Data; 1d. Validation; Notes; CHAPTER II. PRELIMINARY ANALYSIS OF STOCHASTIC DYNAMICAL SYSTEMS; Introduction; 2a. Assumptions and Discussion; 2b. Stationarity; 2c. Invertibility; 2d. Covariance Functions and Correlograms; 2e. Spectral Analysis; 2f. Prediction; 2g. Prediction in Multiplicative Systems | |
| 505 | 8 | |a 2h. Prediction in Systems with Noisy Observations2i. Rescaled Range-Lag Characteristic; 2j. Fractional Noise Models; 2k. Conclusions; Appendix 2.1. Characteristics of Fractional Noise Models; Problems; CHAPTER III. STRUCTURE OF UNIVARIATE MODELS; Introduction; 3a. Types of Dynamic Stochastic Models; 3b. Types of Empirical Time Series; 3c. Causality; 3d. Choice of Time Scale for Modeling; 3e. Conclusions; Notes; Problems; CHAPTER IV. ESTIMABILITY IN SINGLE OUTPUT SYSTEMS; Introduction; 4a. Estimability of Systems in Standard Form; 4b. Estimability in Systems with Noisy Observations | |
| 505 | 8 | |a 4c. Estimability in Systems with AR Disturbances4d. The Estimation Accuracy; 4e. Conclusions; Appendix 4.1; Appendix 4.2. Evaluation of the Cramér-Rao Matrix Lower Bound in Single Output Systems; Problems; CHAPTER V. STRUCTURE AND ESTIMABILITY IN MULTIVARIATE SYSTEMS; Introduction; 5a. Characterization; 5b. The Triangular Canonical Forms; 5c. Diagonal Canonical Forms; 5d. Pseudocanonical Forms; 5e. Discussion of the Three Canonical Forms; 5f. Estimation Accuracy; 5g. Conclusions; Appendix 5.1. Proofs of Theorems; Problems; CHAPTER VI. ESTIMATION IN AUTOREGRESSIVE PROCESSES; Introduction | |
| 505 | 8 | |a 6a. Maximum Likelihood Estimators6b. Bayesian Estimators; 6c. Quasi-Maximum Likelihood (QML) Estimators in Single Output Systems; 6d. Computational Methods; 6e. Combined Parameter Estimation and Prediction; 6f. Systems with Slowly Varying Coefficients; 6g. Robust Estimation in AR Models; 6h. Conclusions; Appendix 6.1. Proofs of Theorems in Section 6a; Appendix 6.2. The Expressions for the Posterior Densities; Appendix 6.3. The Derivation of Computational Algorithms; Appendix 6.4. Evaluation of the Cramér-Rao Lower Bound in Multi- variate AR Systems; Problems | |
| 505 | 8 | |a CHAPTER VII. PARAMETER ESTIMATION IN SYSTEMS WITH BOTH MOVING AVERAGE AND AUTOREGRESSIVE TERMSIntroduction; 7a. Maximum Likelihood Estimators; 7b. Numerical Methods for CML Estimation; 7c. Limited Information Estimates; 7d. Numerical Experiments with Estimation Methods; 7e. Conclusions; Problems; CHAPTER VIII. CLASS SELECTION AND VALIDATION OF UNIVARIATE MODELS; Introduction; 8a. The Nature of the Selection Problem; 8b. The Different Methods of Class Selection; 8c. Validation of Fitted Models; 8d. Discussion of Selection and Validation; 8e. Conclusions | |
| 520 | |a Dynamic stochastic models from empirical data. | ||
| 650 | 0 | |a Time-series analysis. |0 http://id.loc.gov/authorities/subjects/sh85135430 | |
| 650 | 0 | |a Stochastic processes. |0 http://id.loc.gov/authorities/subjects/sh85128181 | |
| 650 | 0 | |a Estimation theory. |0 http://id.loc.gov/authorities/subjects/sh85044957 | |
| 650 | 0 | |a System analysis. | |
| 650 | 2 | |a Stochastic Processes |0 https://id.nlm.nih.gov/mesh/D013269 | |
| 650 | 2 | |a Systems Analysis |0 https://id.nlm.nih.gov/mesh/D013597 | |
| 650 | 6 | |a Série chronologique. | |
| 650 | 6 | |a Processus stochastiques. | |
| 650 | 6 | |a Théorie de l'estimation. | |
| 650 | 6 | |a Analyse de systèmes. | |
| 650 | 7 | |a systems analysis. |2 aat | |
| 650 | 7 | |a MATHEMATICS |x Probability & Statistics |x General. |2 bisacsh | |
| 650 | 7 | |a Estimation theory |2 fast | |
| 650 | 7 | |a Stochastic processes |2 fast | |
| 650 | 7 | |a System analysis |2 fast | |
| 650 | 7 | |a Time-series analysis |2 fast | |
| 650 | 7 | |a Processus stochastiques. |2 ram | |
| 650 | 7 | |a Systèmes, Analyse de. |2 ram | |
| 650 | 7 | |a Séries chronologiques. |2 ram | |
| 700 | 1 | |a Rao, A. Ramachandra |q (Adiseshappa Ramachandra), |d 1939- |1 https://id.oclc.org/worldcat/entity/E39PCjx3XJhWkTHHdRh4tVBPjP |0 http://id.loc.gov/authorities/names/nb90642220 | |
| 758 | |i has work: |a Dynamic stochastic models from empirical data (Text) |1 https://id.oclc.org/worldcat/entity/E39PCG4bVQ4KVgymBMbQVDdDG3 |4 https://id.oclc.org/worldcat/ontology/hasWork | ||
| 776 | 0 | 8 | |i Print version: |a Kashyap, Rangasami L. (Rangasami Laksminarayana), 1938- |t Dynamic stochastic models from empirical data. |d New York : Academic Press, 1976 |z 9780124005501 |w (DLC) 75013093 |w (OCoLC)1975888 |
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Datensatz im Suchindex
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| _version_ | 1813903336777187328 |
| adam_text | |
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| author | Kashyap, Rangasami L. (Rangasami Laksminarayana), 1938- |
| author2 | Rao, A. Ramachandra (Adiseshappa Ramachandra), 1939- |
| author2_role | |
| author2_variant | a r r ar arr |
| author_GND | http://id.loc.gov/authorities/names/n88107501 http://id.loc.gov/authorities/names/nb90642220 |
| author_facet | Kashyap, Rangasami L. (Rangasami Laksminarayana), 1938- Rao, A. Ramachandra (Adiseshappa Ramachandra), 1939- |
| author_role | |
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| callnumber-raw | QA280 .K37 1976eb |
| callnumber-search | QA280 .K37 1976eb |
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| contents | Front Cover; Dynamic Stochastic Models from Empirical Data; Copyright Page; Contents; Preface; Acknowledgments; Notation and Symbols; CHAPTER I. INTRODUCTION TO THE CONSTRUCTION OF MODELS; 1a. Nature and Goals of Modeling; 1b. Description of Models; 1c. Choice of a Model for the Given Data; 1d. Validation; Notes; CHAPTER II. PRELIMINARY ANALYSIS OF STOCHASTIC DYNAMICAL SYSTEMS; Introduction; 2a. Assumptions and Discussion; 2b. Stationarity; 2c. Invertibility; 2d. Covariance Functions and Correlograms; 2e. Spectral Analysis; 2f. Prediction; 2g. Prediction in Multiplicative Systems 2h. Prediction in Systems with Noisy Observations2i. Rescaled Range-Lag Characteristic; 2j. Fractional Noise Models; 2k. Conclusions; Appendix 2.1. Characteristics of Fractional Noise Models; Problems; CHAPTER III. STRUCTURE OF UNIVARIATE MODELS; Introduction; 3a. Types of Dynamic Stochastic Models; 3b. Types of Empirical Time Series; 3c. Causality; 3d. Choice of Time Scale for Modeling; 3e. Conclusions; Notes; Problems; CHAPTER IV. ESTIMABILITY IN SINGLE OUTPUT SYSTEMS; Introduction; 4a. Estimability of Systems in Standard Form; 4b. Estimability in Systems with Noisy Observations 4c. Estimability in Systems with AR Disturbances4d. The Estimation Accuracy; 4e. Conclusions; Appendix 4.1; Appendix 4.2. Evaluation of the Cramér-Rao Matrix Lower Bound in Single Output Systems; Problems; CHAPTER V. STRUCTURE AND ESTIMABILITY IN MULTIVARIATE SYSTEMS; Introduction; 5a. Characterization; 5b. The Triangular Canonical Forms; 5c. Diagonal Canonical Forms; 5d. Pseudocanonical Forms; 5e. Discussion of the Three Canonical Forms; 5f. Estimation Accuracy; 5g. Conclusions; Appendix 5.1. Proofs of Theorems; Problems; CHAPTER VI. ESTIMATION IN AUTOREGRESSIVE PROCESSES; Introduction 6a. Maximum Likelihood Estimators6b. Bayesian Estimators; 6c. Quasi-Maximum Likelihood (QML) Estimators in Single Output Systems; 6d. Computational Methods; 6e. Combined Parameter Estimation and Prediction; 6f. Systems with Slowly Varying Coefficients; 6g. Robust Estimation in AR Models; 6h. Conclusions; Appendix 6.1. Proofs of Theorems in Section 6a; Appendix 6.2. The Expressions for the Posterior Densities; Appendix 6.3. The Derivation of Computational Algorithms; Appendix 6.4. Evaluation of the Cramér-Rao Lower Bound in Multi- variate AR Systems; Problems CHAPTER VII. PARAMETER ESTIMATION IN SYSTEMS WITH BOTH MOVING AVERAGE AND AUTOREGRESSIVE TERMSIntroduction; 7a. Maximum Likelihood Estimators; 7b. Numerical Methods for CML Estimation; 7c. Limited Information Estimates; 7d. Numerical Experiments with Estimation Methods; 7e. Conclusions; Problems; CHAPTER VIII. CLASS SELECTION AND VALIDATION OF UNIVARIATE MODELS; Introduction; 8a. The Nature of the Selection Problem; 8b. The Different Methods of Class Selection; 8c. Validation of Fitted Models; 8d. Discussion of Selection and Validation; 8e. Conclusions |
| ctrlnum | (OCoLC)316568482 |
| dewey-full | 519.2 |
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| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 |
| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Electronic eBook |
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| id | ZDB-4-EBA-ocn316568482 |
| illustrated | Illustrated |
| indexdate | 2024-10-25T16:17:04Z |
| institution | BVB |
| isbn | 9780124005501 0124005500 9780080956312 0080956319 |
| language | English |
| oclc_num | 316568482 |
| open_access_boolean | |
| owner | MAIN |
| owner_facet | MAIN |
| physical | 1 online resource (xvi, 334 pages :) |
| psigel | ZDB-4-EBA |
| publishDate | 1976 |
| publishDateSearch | 1976 |
| publishDateSort | 1976 |
| publisher | Academic Press, |
| record_format | marc |
| series | Mathematics in science and engineering ; |
| series2 | Mathematics in science and engineering ; |
| spelling | Kashyap, Rangasami L. (Rangasami Laksminarayana), 1938- https://id.oclc.org/worldcat/entity/E39PBJwtqPMHQkXrFjkp7k7vHC http://id.loc.gov/authorities/names/n88107501 Dynamic stochastic models from empirical data / R.L. Kashyap, A. Ramachandra Rao. New York : Academic Press, 1976. 1 online resource (xvi, 334 pages :) text txt rdacontent computer c rdamedia online resource cr rdacarrier Mathematics in science and engineering ; v. 122 Includes bibliographical references (pages 325-330) and index. Print version record. Use copy Restrictions unspecified star MiAaHDL Electronic reproduction. [Place of publication not identified] : HathiTrust Digital Library, 2010. MiAaHDL Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. http://purl.oclc.org/DLF/benchrepro0212 MiAaHDL digitized 2010 HathiTrust Digital Library committed to preserve pda MiAaHDL Front Cover; Dynamic Stochastic Models from Empirical Data; Copyright Page; Contents; Preface; Acknowledgments; Notation and Symbols; CHAPTER I. INTRODUCTION TO THE CONSTRUCTION OF MODELS; 1a. Nature and Goals of Modeling; 1b. Description of Models; 1c. Choice of a Model for the Given Data; 1d. Validation; Notes; CHAPTER II. PRELIMINARY ANALYSIS OF STOCHASTIC DYNAMICAL SYSTEMS; Introduction; 2a. Assumptions and Discussion; 2b. Stationarity; 2c. Invertibility; 2d. Covariance Functions and Correlograms; 2e. Spectral Analysis; 2f. Prediction; 2g. Prediction in Multiplicative Systems 2h. Prediction in Systems with Noisy Observations2i. Rescaled Range-Lag Characteristic; 2j. Fractional Noise Models; 2k. Conclusions; Appendix 2.1. Characteristics of Fractional Noise Models; Problems; CHAPTER III. STRUCTURE OF UNIVARIATE MODELS; Introduction; 3a. Types of Dynamic Stochastic Models; 3b. Types of Empirical Time Series; 3c. Causality; 3d. Choice of Time Scale for Modeling; 3e. Conclusions; Notes; Problems; CHAPTER IV. ESTIMABILITY IN SINGLE OUTPUT SYSTEMS; Introduction; 4a. Estimability of Systems in Standard Form; 4b. Estimability in Systems with Noisy Observations 4c. Estimability in Systems with AR Disturbances4d. The Estimation Accuracy; 4e. Conclusions; Appendix 4.1; Appendix 4.2. Evaluation of the Cramér-Rao Matrix Lower Bound in Single Output Systems; Problems; CHAPTER V. STRUCTURE AND ESTIMABILITY IN MULTIVARIATE SYSTEMS; Introduction; 5a. Characterization; 5b. The Triangular Canonical Forms; 5c. Diagonal Canonical Forms; 5d. Pseudocanonical Forms; 5e. Discussion of the Three Canonical Forms; 5f. Estimation Accuracy; 5g. Conclusions; Appendix 5.1. Proofs of Theorems; Problems; CHAPTER VI. ESTIMATION IN AUTOREGRESSIVE PROCESSES; Introduction 6a. Maximum Likelihood Estimators6b. Bayesian Estimators; 6c. Quasi-Maximum Likelihood (QML) Estimators in Single Output Systems; 6d. Computational Methods; 6e. Combined Parameter Estimation and Prediction; 6f. Systems with Slowly Varying Coefficients; 6g. Robust Estimation in AR Models; 6h. Conclusions; Appendix 6.1. Proofs of Theorems in Section 6a; Appendix 6.2. The Expressions for the Posterior Densities; Appendix 6.3. The Derivation of Computational Algorithms; Appendix 6.4. Evaluation of the Cramér-Rao Lower Bound in Multi- variate AR Systems; Problems CHAPTER VII. PARAMETER ESTIMATION IN SYSTEMS WITH BOTH MOVING AVERAGE AND AUTOREGRESSIVE TERMSIntroduction; 7a. Maximum Likelihood Estimators; 7b. Numerical Methods for CML Estimation; 7c. Limited Information Estimates; 7d. Numerical Experiments with Estimation Methods; 7e. Conclusions; Problems; CHAPTER VIII. CLASS SELECTION AND VALIDATION OF UNIVARIATE MODELS; Introduction; 8a. The Nature of the Selection Problem; 8b. The Different Methods of Class Selection; 8c. Validation of Fitted Models; 8d. Discussion of Selection and Validation; 8e. Conclusions Dynamic stochastic models from empirical data. Time-series analysis. http://id.loc.gov/authorities/subjects/sh85135430 Stochastic processes. http://id.loc.gov/authorities/subjects/sh85128181 Estimation theory. http://id.loc.gov/authorities/subjects/sh85044957 System analysis. Stochastic Processes https://id.nlm.nih.gov/mesh/D013269 Systems Analysis https://id.nlm.nih.gov/mesh/D013597 Série chronologique. Processus stochastiques. Théorie de l'estimation. Analyse de systèmes. systems analysis. aat MATHEMATICS Probability & Statistics General. bisacsh Estimation theory fast Stochastic processes fast System analysis fast Time-series analysis fast Processus stochastiques. ram Systèmes, Analyse de. ram Séries chronologiques. ram Rao, A. Ramachandra (Adiseshappa Ramachandra), 1939- https://id.oclc.org/worldcat/entity/E39PCjx3XJhWkTHHdRh4tVBPjP http://id.loc.gov/authorities/names/nb90642220 has work: Dynamic stochastic models from empirical data (Text) https://id.oclc.org/worldcat/entity/E39PCG4bVQ4KVgymBMbQVDdDG3 https://id.oclc.org/worldcat/ontology/hasWork Print version: Kashyap, Rangasami L. (Rangasami Laksminarayana), 1938- Dynamic stochastic models from empirical data. New York : Academic Press, 1976 9780124005501 (DLC) 75013093 (OCoLC)1975888 Mathematics in science and engineering ; v. 122. http://id.loc.gov/authorities/names/n42015986 FWS01 ZDB-4-EBA FWS_PDA_EBA https://www.sciencedirect.com/science/bookseries/00765392/122 Volltext CBO01 ZDB-4-EBA FWS_PDA_EBA https://www.sciencedirect.com/science/bookseries/00765392/122 Volltext FWS01 ZDB-4-EBA FWS_PDA_EBA https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=297096 Volltext CBO01 ZDB-4-EBA FWS_PDA_EBA https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=297096 Volltext |
| spellingShingle | Kashyap, Rangasami L. (Rangasami Laksminarayana), 1938- Dynamic stochastic models from empirical data / Mathematics in science and engineering ; Front Cover; Dynamic Stochastic Models from Empirical Data; Copyright Page; Contents; Preface; Acknowledgments; Notation and Symbols; CHAPTER I. INTRODUCTION TO THE CONSTRUCTION OF MODELS; 1a. Nature and Goals of Modeling; 1b. Description of Models; 1c. Choice of a Model for the Given Data; 1d. Validation; Notes; CHAPTER II. PRELIMINARY ANALYSIS OF STOCHASTIC DYNAMICAL SYSTEMS; Introduction; 2a. Assumptions and Discussion; 2b. Stationarity; 2c. Invertibility; 2d. Covariance Functions and Correlograms; 2e. Spectral Analysis; 2f. Prediction; 2g. Prediction in Multiplicative Systems 2h. Prediction in Systems with Noisy Observations2i. Rescaled Range-Lag Characteristic; 2j. Fractional Noise Models; 2k. Conclusions; Appendix 2.1. Characteristics of Fractional Noise Models; Problems; CHAPTER III. STRUCTURE OF UNIVARIATE MODELS; Introduction; 3a. Types of Dynamic Stochastic Models; 3b. Types of Empirical Time Series; 3c. Causality; 3d. Choice of Time Scale for Modeling; 3e. Conclusions; Notes; Problems; CHAPTER IV. ESTIMABILITY IN SINGLE OUTPUT SYSTEMS; Introduction; 4a. Estimability of Systems in Standard Form; 4b. Estimability in Systems with Noisy Observations 4c. Estimability in Systems with AR Disturbances4d. The Estimation Accuracy; 4e. Conclusions; Appendix 4.1; Appendix 4.2. Evaluation of the Cramér-Rao Matrix Lower Bound in Single Output Systems; Problems; CHAPTER V. STRUCTURE AND ESTIMABILITY IN MULTIVARIATE SYSTEMS; Introduction; 5a. Characterization; 5b. The Triangular Canonical Forms; 5c. Diagonal Canonical Forms; 5d. Pseudocanonical Forms; 5e. Discussion of the Three Canonical Forms; 5f. Estimation Accuracy; 5g. Conclusions; Appendix 5.1. Proofs of Theorems; Problems; CHAPTER VI. ESTIMATION IN AUTOREGRESSIVE PROCESSES; Introduction 6a. Maximum Likelihood Estimators6b. Bayesian Estimators; 6c. Quasi-Maximum Likelihood (QML) Estimators in Single Output Systems; 6d. Computational Methods; 6e. Combined Parameter Estimation and Prediction; 6f. Systems with Slowly Varying Coefficients; 6g. Robust Estimation in AR Models; 6h. Conclusions; Appendix 6.1. Proofs of Theorems in Section 6a; Appendix 6.2. The Expressions for the Posterior Densities; Appendix 6.3. The Derivation of Computational Algorithms; Appendix 6.4. Evaluation of the Cramér-Rao Lower Bound in Multi- variate AR Systems; Problems CHAPTER VII. PARAMETER ESTIMATION IN SYSTEMS WITH BOTH MOVING AVERAGE AND AUTOREGRESSIVE TERMSIntroduction; 7a. Maximum Likelihood Estimators; 7b. Numerical Methods for CML Estimation; 7c. Limited Information Estimates; 7d. Numerical Experiments with Estimation Methods; 7e. Conclusions; Problems; CHAPTER VIII. CLASS SELECTION AND VALIDATION OF UNIVARIATE MODELS; Introduction; 8a. The Nature of the Selection Problem; 8b. The Different Methods of Class Selection; 8c. Validation of Fitted Models; 8d. Discussion of Selection and Validation; 8e. Conclusions Time-series analysis. http://id.loc.gov/authorities/subjects/sh85135430 Stochastic processes. http://id.loc.gov/authorities/subjects/sh85128181 Estimation theory. http://id.loc.gov/authorities/subjects/sh85044957 System analysis. Stochastic Processes https://id.nlm.nih.gov/mesh/D013269 Systems Analysis https://id.nlm.nih.gov/mesh/D013597 Série chronologique. Processus stochastiques. Théorie de l'estimation. Analyse de systèmes. systems analysis. aat MATHEMATICS Probability & Statistics General. bisacsh Estimation theory fast Stochastic processes fast System analysis fast Time-series analysis fast Processus stochastiques. ram Systèmes, Analyse de. ram Séries chronologiques. ram |
| subject_GND | http://id.loc.gov/authorities/subjects/sh85135430 http://id.loc.gov/authorities/subjects/sh85128181 http://id.loc.gov/authorities/subjects/sh85044957 https://id.nlm.nih.gov/mesh/D013269 https://id.nlm.nih.gov/mesh/D013597 |
| title | Dynamic stochastic models from empirical data / |
| title_auth | Dynamic stochastic models from empirical data / |
| title_exact_search | Dynamic stochastic models from empirical data / |
| title_full | Dynamic stochastic models from empirical data / R.L. Kashyap, A. Ramachandra Rao. |
| title_fullStr | Dynamic stochastic models from empirical data / R.L. Kashyap, A. Ramachandra Rao. |
| title_full_unstemmed | Dynamic stochastic models from empirical data / R.L. Kashyap, A. Ramachandra Rao. |
| title_short | Dynamic stochastic models from empirical data / |
| title_sort | dynamic stochastic models from empirical data |
| topic | Time-series analysis. http://id.loc.gov/authorities/subjects/sh85135430 Stochastic processes. http://id.loc.gov/authorities/subjects/sh85128181 Estimation theory. http://id.loc.gov/authorities/subjects/sh85044957 System analysis. Stochastic Processes https://id.nlm.nih.gov/mesh/D013269 Systems Analysis https://id.nlm.nih.gov/mesh/D013597 Série chronologique. Processus stochastiques. Théorie de l'estimation. Analyse de systèmes. systems analysis. aat MATHEMATICS Probability & Statistics General. bisacsh Estimation theory fast Stochastic processes fast System analysis fast Time-series analysis fast Processus stochastiques. ram Systèmes, Analyse de. ram Séries chronologiques. ram |
| topic_facet | Time-series analysis. Stochastic processes. Estimation theory. System analysis. Stochastic Processes Systems Analysis Série chronologique. Processus stochastiques. Théorie de l'estimation. Analyse de systèmes. systems analysis. MATHEMATICS Probability & Statistics General. Estimation theory Stochastic processes System analysis Time-series analysis Systèmes, Analyse de. Séries chronologiques. |
| url | https://www.sciencedirect.com/science/bookseries/00765392/122 https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=297096 |
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