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Statistical theory of linear systems

Hannan, E. J.

Statistical theory of linear systems - Philadelphia: Society for Industrial and Applied Mathematics, 2012 - xlv, 380 p.; ill.: 23 cm. - Classics in applied mathematics .

9781611972184 pbk


Discrete-time systems
Maximum likelihood estimation
Parameterization of linear systems
ARMA(X) and state-space systems
Linear systems
System identification

003.74 / HAN