Notes on Economic Time Series Analysis : System Theoretic Perspectives / Masanao Aoki

• Autore: Aoki, Masanao
• Pubblicazione: Berlin, : Springer, 1983
• Descrizione fisica: ix, 249 p. ; 24 cm
• Soggetto topico: 93E11 - Filtering in stochastic control theory [MSC 2020]; 93Cxx - Model systems in control theory [MSC 2020]; 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020]; 90-XX - Operations research, mathematical programming [MSC 2020]; 62P20 - Applications of statistics to economics [MSC 2020]; 93-XX - Systems theory; control [MSC 2020]; 62M15 - Inference from stochastic processes and spectral analysis [MSC 2020]; 91B84 - Economic time series analysis [MSC 2020]; 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020]
• Soggetto non controllato: Correlation; Principal component analysis; Probability distribution; Series; Time; Time Series Analysis; Time series; Variance
• Titolo autorizzato: Notes on Economic Time Series Analysis
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Lingua di pubblicazione: Inglese
• Record Nr.: VAN0262820
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: https://doi.org/10.1007/978-3-642-45565-0
• Serie: Lecture notes in economics and mathematical systems Berlin . -Springer ; 220