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
Yazar hakkında
Peter J. Brockwell, Colorado State University, USA;
Alexander M. Lindner, Ulm University, Germany.
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Dil İngilizce ● Biçim EPUB ● Sayfalar 522 ● ISBN 9783111325200 ● Dosya boyutu 80.5 MB ● Yayımcı De Gruyter ● Kent Berlin/Boston ● Yayınlanan 2024 ● Baskı 1 ● İndirilebilir 24 aylar ● Döviz EUR ● Kimlik 9477501 ● Kopya koruma Adobe DRM
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