Whittle, Peter

Prediction and Regulation by Linear Least-Square Methods

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ISBN 13:: 9780816611485
author:: Whittle, Peter
format:: Paperback
publisher:: University of Minnesota Press
language:: English
Publication Year:: 1983
Pages:: 210
Dimensions:: 21.6 x 14 x 1.1 centimeters (0.5
Genre:: Science, Mathematics, General,
Condition:: New
Availability:: Item usually sent within 10 working days

£34.05

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Description

Description

Prediction and Regulation by Linear Least-Square Methods is a foundational text in statistical theory, first published in 1963. This revised second edition was issued in 1983, making it once again available to researchers and practitioners.

The book provides essential tools for constructing models of dynamic phenomena, offering practical information on the representation and manipulation of stationary stochastic processes. It has been a trusted reference for many applied sciences, particularly among economists.

This edition features the unchanged text of the original, plus new works by the author and a foreword by economist Thomas J. Sargent, making it an ideal resource for those seeking to understand and apply linear least-square methods in their work.

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