Stochastic realization problems motivated by econometric modeling
Publication
Publication
Presented at the
International Symposium on the Mathematical Theory of Networks and Systems, Stockholm
Additional Metadata
MSC
Stochastic systems, general (msc 93E03),Applications to economics (msc 62P20),Economic time series analysis (msc 91B84),Realizations from input-output data (msc 93B15)
Publisher
North-Holland (Amsterdam)
Conference
International Symposium on the Mathematical Theory of Networks and Systems