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Peter J. Brockwell & Alexander M. Lindner
Continuous-Parameter Time Series [EPUB ebook]

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Hoes van Peter J. Brockwell & Alexander M. Lindner: Continuous-Parameter Time Series (ePUB)

This book provides a self-contained account of continuous-parameter time series, starting with second-order models. Integration with respect to orthogonal increment processes, spectral theory and linear prediction are treated in detail. Lévy-driven models are incorporated, extending coverage to allow for infinite variance, a variety of marginal distributions and sample paths having jumps. The necessary theory of Lévy processes and integration of deterministic functions with respect to these processes is developed at length. Special emphasis is given to the analysis of continuous-time ARMA processes.

€134.95

Over de auteur

Peter J. Brockwell, Colorado State University, USA;
Alexander M. Lindner, Ulm University, Germany.

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Taal Engels ● Formaat EPUB ● Pagina’s 522 ● ISBN 9783111325200 ● Bestandsgrootte 80.5 MB ● Uitgeverij De Gruyter ● Stad Berlin/Boston ● Gepubliceerd 2024 ● Editie 1 ● Downloadbare 24 maanden ● Valuta EUR ● ID 9477501 ● Kopieerbeveiliging Adobe DRM

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