Model reduction methods for vector autoregressive processes /
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Berlin ; New York :
Springer,
[2004]
|
| Series: | Lecture notes in economics and mathematical systems.
536. |
| Subjects: |
| Item Description: | Originally presented as the author's thesis (doctoral)--Humboldt-Universität zu Berlin, 2003. |
|---|---|
| Physical Description: | x, 218 pages : illustrations ; 24 cm. |
| Bibliography: | Includes bibliographical references (pages [205]-212). |
| ISBN: | 3540206434 (softcover : alk. paper) |
| ISSN: | 0075-8442 ; |