Catalog > Sciences > Math > Peter J. Brockwell & Alexander M. Lindner: Continuous-Parameter Time Series (ePUB)

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

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Cover of 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

About the author

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

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Language English ● Format EPUB ● Pages 522 ● ISBN 9783111325200 ● File size 80.5 MB ● Publisher De Gruyter ● City Berlin/Boston ● Published 2024 ● Edition 1 ● Downloadable 24 months ● Currency EUR ● ID 9477501 ● Copy protection Adobe DRM

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