Kashyap R., Ramachandra Rao A. (Eds.) Dynamic Stochastic Models from Empirical Data

Academic Press, 1976. — 351 p. — ISBN 0124005500.Introduction to the construction of models.
Preliminary analysis of stochastic dynamical systems.
Structure of univariate models.
Estimability in single output systems.
Structure and estimability in multivariate systems.
Estimation in autoregressive processes.
Parameter estimation in systems with both moving average and autoregressive terms.
Class selection and validation of univariate models.
Class selection and validation of multivariate models.
Modeling river flows.
Some additional case studies in model building.