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Statistical theory of linear systems

By: Hannan, E. J.
Contributor(s): Deistler, Manfred.
Material type: materialTypeLabelBookSeries: Classics in applied mathematics.Publisher: Philadelphia: Society for Industrial and Applied Mathematics, 2012Description: xlv, 380 p.; ill.: 23 cm.ISBN: 9781611972184 .Subject(s): Discrete-time systems | Maximum likelihood estimation | Parameterization of linear systems | ARMA(X) and state-space systems | Linear systems | System identificationDDC classification: 003.74
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