автор: Murray Rosenblatt

This book is the proceedings of the Memorial Meeting for Errett Bishop, held at the University of California, San Diego, 24 September 1983. During his early days as a mathematician, Errett Bishop mad …

Much of this book is concerned with autoregressive and moving av- erage linear stationary sequences and random fields. These models are part of the classical literature in time series analysis, parti …

The Athens Conference on Applied Probability and Time Series in 1995 brought together researchers from across the world. The published papers appear in two volumes. Volume II presents papers on time …

Part of a two volume set based on a recent IMA program of the same name. The goal of the program and these books is to develop a community of statistical and other scientists kept up-to-date on devel …

This book has a dual purpose. One of these is to present material which selec- tively will be appropriate for a quarter or semester course in time series analysis and which will cover both the finite …

This IMA Volume in Mathematics and its Applications NEW DIRECTIONS IN TIME SERIES ANALYSIS, PART II is based on the proceedings of the IMA summer program "New Directions in Time Series Analysis. …

This book is concerned with a set of related problems in probability theory that are considered in the context of Markov processes. Some of these are natural to consider, especially for Markov proces …