Dynamic stochastic models from empirical data
by Kashyap, Rangasami L., (Rangasami Laksminarayana)
Dynamic stochastic models from empirical data.
Read More ↓Title Statements
- Full title :Dynamic stochastic models from empirical data / R.L. Kashyap, A. Ramachandra Rao.
Summary
Dynamic stochastic models from empirical data.
Read More ↓Edition Statements
- Publication Date:1976.
Publication Statements
- Publisher(s):Academic Press
- Place of Publication:New York
- Language:eng
- Publication Date:1976.
The Physical Object
- Description:1 online resource (xvi, 334 pages) : : illustrations
Edition Identifiers
- ISBN:9780124005501, 0124005500, 9780080956312, 0080956319
- oclc:ocn316568482
- LC Classification:QA280
- Dewey Decimal:519.2
Table of Contents
Front Cover; Dynamic Stochastic Models from Empirical Data; Copyright Page; Contents; Preface; Acknowledgments; Notation and Symbols; CHAPTER I. INTRODUCTION TO THE CONSTRUCTION OF MODELS; 1a. Nature and Goals of Modeling; 1b. Description of Models; 1c. Choice of a Model for the Given Data; 1d. Validation; Notes; CHAPTER II. PRELIMINARY ANALYSIS OF STOCHASTIC DYNAMICAL SYSTEMS; Introduction; 2a. Assumptions and Discussion; 2b. Stationarity; 2c. Invertibility; 2d. Covariance Functions and Correlograms; 2e. Spectral Analysis; 2f. Prediction; 2g. Prediction in Multiplicative Systems
2h. Prediction in Systems with Noisy Observations2i. Rescaled Range-Lag Characteristic; 2j. Fractional Noise Models; 2k. Conclusions; Appendix 2.1. Characteristics of Fractional Noise Models; Problems; CHAPTER III. STRUCTURE OF UNIVARIATE MODELS; Introduction; 3a. Types of Dynamic Stochastic Models; 3b. Types of Empirical Time Series; 3c. Causality; 3d. Choice of Time Scale for Modeling; 3e. Conclusions; Notes; Problems; CHAPTER IV. ESTIMABILITY IN SINGLE OUTPUT SYSTEMS; Introduction; 4a. Estimability of Systems in Standard Form; 4b. Estimability in Systems with Noisy Observations
4c. Estimability in Sy…
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