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Gaussian and Non-Gaussian Linear Time Series and Random Fields

Jezik EngleskiEngleski
Knjiga Meki uvez
Knjiga Gaussian and Non-Gaussian Linear Time Series and Random Fields Murray Rosenblatt
Libristo kod: 06795069
Nakladnici Springer-Verlag New York Inc., rujan 2012
The principal focus here is on autoregressive moving average models and analogous random fields, wit... Cijeli opis
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The principal focus here is on autoregressive moving average models and analogous random fields, with probabilistic and statistical questions also being discussed. The book contrasts Gaussian models with noncausal or noninvertible (nonminimum phase) non-Gaussian models and deals with problems of prediction and estimation. New results for nonminimum phase non-Gaussian processes are exposited and open questions are noted. Intended as a text for gradutes in statistics, mathematics, engineering, the natural sciences and economics, the only recommendation is an initial background in probability theory and statistics. Notes on background, history and open problems are given at the end of the book.

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Informacije o knjizi

Puni naziv Gaussian and Non-Gaussian Linear Time Series and Random Fields
Autor Murray Rosenblatt
Jezik Engleski
Uvez Knjiga - Meki uvez
Datum izdanja 2012
Broj stranica 247
EAN 9781461270676
ISBN 1461270677
Libristo kod 06795069
Nakladnici Springer-Verlag New York Inc.
Težina 409
Dimenzije 155 x 235 x 15

Kategorija

Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Probability & statistics
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