Items related to Structure Selection of Stochastic Dynamic Systems:...

Structure Selection of Stochastic Dynamic Systems: The Information Criterion Approach: 4 (Stochastics Monographs,) - Hardcover

Veres, Sandor M.

 
9782881247156: Structure Selection of Stochastic Dynamic Systems: The Information Criterion Approach: 4 (Stochastics Monographs,)
Hardcover
ISBN 10: 2881247156 ISBN 13: 9782881247156
Publisher: CRC Press, 1991

Synopsis

This book gives a reliable review on structure selection of stochastic dynamic systems using information criteria AIC, BIC, o and stochastic complexity. After theoretical investigations many simulations are estimators, which illustrate both the effectiveness and the limitations of these methods. The reader can gain his or her own experience on the"working" of many methods (associated with different parameter estimators) using the demonstration disk which can be run on most IBM-compatible personal computers. The book will be helpful to anybody interested in applying automated methods of model-structure selection inn control engineering, in time series analysis or in signal processing.

"synopsis" may belong to another edition of this title.

About the Author

Sandor M. Veres University of Birmingham, UK

"About this title" may belong to another edition of this title.

Publisher
CRC Press
Publication date
1991
Language
English
ISBN 10 
2881247156
ISBN 13 
9782881247156
Binding
Hardcover
Edition number
1
Number of pages
356