Gaussian and Non-Gaussian Linear Time Series and Random Fields - Couverture rigide

Rosenblatt, Murray

Couverture rigide

ISBN 10 : 038798917X ISBN 13 : 9780387989174

Editeur : Springer-Verlag New York Inc., 1999

Synopsis

This monograph will be of interest to researchers and graduate students in time series and probability.

A propos du livre

Présentation de l'éditeur

The principal focus here is on autoregressive moving average models and analogous random fields, with probabilistic and statistical questions also being discussed. The book contrasts Gaussian models with noncausal or noninvertible (nonminimum phase) non-Gaussian models and deals with problems of prediction and estimation. New results for nonminimum phase non-Gaussian processes are exposited and open questions are noted. Intended as a text for gradutes in statistics, mathematics, engineering, the natural sciences and economics, the only recommendation is an initial background in probability theory and statistics. Notes on background, history and open problems are given at the end of the book.

Détails de l'édition

• Éditeur: Springer-Verlag New York Inc.
• Date d'édition: 1999
• Langue: anglais
• ISBN 10: 038798917X
• ISBN 13: 9780387989174
• Reliure: Relié
• Nombre de pages: 260
• Coordonnées du fabricant: ProductSafety@springernature.com; ProductSafety@springernature.com; ; Poststr. 9; Darmstadt; 64293; Allemagne