[PDF.13yc] Structure Selection of Stochastic Dynamic Systems (Stochastics Monographs,)

Structure Selection of Stochastic Dynamic Systems (Stochastics Monographs,)

[PDF.dq67] Structure Selection of Stochastic Dynamic Systems (Stochastics Monographs,)

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 | #16703274 in Books |  1991-01-01 | Original language:English | PDF # 1 |  9.50 x6.25 x1.00l,.0 | File type: PDF | 356 pages

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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...

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