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

E. J. Hannan , Manfred Deistler

Softcover

ISBN 10: 1611972183 ISBN 13: 9781611972184

Publisher: Society for Industrial and Applied Mathematics, 2012

Synopsis

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

About this title

About the Authors

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.

Edition details

• Publisher: Society for Industrial and Applied Mathematics
• Publication date: 2012
• Language: English
• ISBN 10: 1611972183
• ISBN 13: 9781611972184
• Binding: Paperback
• Number of pages: 400