http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
the case of self-referential autoregressive and non-stationary models
1 online resource (vii, 201 pages) : illustrations
This book is a study on the asymptotic behaviour of boundedly rational learning procedures in self-referential models. It reports important results of current research on this topic. These results, e.g., global convergence results for autoregressive and for non-stationary models, considerably extend the boundedly rational learning approach.
Contents: Introduction -- Univariate AR(1) Models -- Unvariate ARX Models -- Unvariate Non-Stationary Models -- Multivariate ARX Models -- Multivariate Non-Stationary Models -- Appendix: Unvariate Autoregressions with Time-Varying Parameters.
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. http://purl.oclc.org/DLF/benchrepro0212 MiAaHDL
digitized 2010 HathiTrust Digital Library committed to preserve pda MiAaHDL
Includes bibliographical references (pages 189-197).
Lecture notes in economics and mathematical systems ; 439