Front Cover

pp.：  1 – 4

Dynamic Stochastic Models from Empirical Data

pp.：  4 – 5

Copyright Page

pp.：  5 – 8

Contents

pp.：  8 – 12

Preface

pp.：  12 – 14

Acknowledgments

pp.：  14 – 16

Notation and Symbols

pp.：  16 – 18

CHAPTER I. INTRODUCTION TO THE CONSTRUCTION OF MODELS

pp.：  18 – 28

CHAPTER II. PRELIMINARY ANALYSIS OF STOCHASTIC DYNAMICAL SYSTEMS

pp.：  28 – 59

CHAPTER III. STRUCTURE OF UNIVARIATE MODELS

pp.：  59 – 84

CHAPTER IV. ESTIMABILITY IN SINGLE OUTPUT SYSTEMS

pp.：  84 – 110

CHAPTER V. STRUCTURE AND ESTIMABILITY IN MULTIVARIATE SYSTEMS

pp.：  110 – 139

CHAPTER VI. ESTIMATION IN AUTOREGRESSIVE PROCESSES

pp.：  139 – 177

CHAPTER VII. PARAMETER ESTIMATION IN SYSTEMS WITH BOTH MOVING AVERAGE AND AUTOREGRESSIVE TERMS

pp.：  177 – 197

CHAPTER VIII. CLASS SELECTION AND VALIDATION OF UNIVARIATE MODELS

pp.：  197 – 236

CHAPTER IX. CLASS SELECTION AND VALIDATION OF MULTIVARIATE MODELS

pp.：  236 – 255

CHAPTER X. MODELING RIVER FLOWS

pp.：  255 – 300

CHAPTER XI. SOME ADDITIONAL CASE STUDIES IN MODEL BUILDING

pp.：  300 – 342

References

pp.：  342 – 348

Index

pp.：  348 – 352