Miller K. Linear Difference Equations 1968
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Textbook in PDF format
This book provides an introduction to the theory of difference equations and recursive relations and their applications.
Some Basic Theory.
Linear Recurrence Relations.
The Nonhomogenous Equation.
Some Asymptotic Properties of Solutions.
Some Theoretical Results 29.
Higher Order Vector Equations.
The Scalar Equation.
The Adjoint Operator.
Some Special Techniques.
Composition of Operators.
The Method of Laplace Integrals.
Generating Functions.
Some Applications to Time Series.
Time Series Analysis.
Autoregressive Equations