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Continuous-Parameter Time Series

Name: Continuous-Parameter Time Series
Brand: De Gruyter
SKU: 45239739
Price: 162.14 EUR
Availability: InStock
Author: Peter J. Brockwell
ISBN: 9783111324999

Peter J. Brockwell

Alexander M. Lindner

Jezik

Engleski

Knjiga Tvrdi uvez

Libristo kod: 45239739

Nakladnici De Gruyter, studeni 2023

This book provides a self-contained account of continuous-parameter time series, starting with secon... Cijeli opis

Libristo kod: 45239739

392 b

162.14 €

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This book provides a self-contained account of continuous-parameter time series, starting with second-order models, the analysis of which is based heavily on Hilbert space, integration with respect to orthogonal increment processes and Fourier transforms. Coverage extends beyond finite variance models by incorporating Levy-driven models, which allow for infinite variance and skewed sample routes, as well as an examination of the sample paths.