Structure Selection of Stochastic Dynamic SystemsCRC Press, 1991. gada 1. janv. - 356 lappuses 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. |
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1.–5. rezultāts no 76.
Sandor M. Veres. Structure Selection of Stochastic Dynamic Systems The Information Criterion Approach Sándor M. Veres Stochastics Monographs Volume 4 Gordon and Breach Science Publishers STRUCTURE SELECTION OF STOCHASTIC DYNAMIC SYSTEMS ...
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Sandor M. Veres. STRUCTURE SELECTION OF STOCHASTIC DYNAMIC SYSTEMS The Information Criterion Approach By Sándor M. Veres University of Birmingham , UK GORDON AND BREACH SCIENCE PUBLISHERS New York Philadelphia London Paris Montreux Tokyo ...
... Data Veres , Sandor M. , 1956- Structure selection of stochastic dynamic systems : the information criterion approach / by Sandor M. Veres . p . cm . -- ( Stochastics monographs ; v.4 ) Includes bibliographical references and indexes ...
... History of Information Criteria 2.2 Discrete - Time Multivariable Linear Models vii ix xi 1 9222 25 42 2.3 Introduction to Predictive Modelling 3. Asymptotic Theory for Discrete - Time Models 3.1 Bayesian Framework for Information Criteria ...
Saturs
Introduction | 1 |
1588 | 2 |
Preliminaries | 9 |
Asymptotic Theory for DiscreteTime Models | 65 |
Model Structure Validation | 147 |
2 | 173 |
3 | 272 |
Appendix A Some Results on Martingale Convergence | 281 |
Appendix B Some Simple Pascal Routines | 295 |
Demonstration Programs | 309 |
321 | |
329 | |
335 | |
337 | |
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