Code: 45239739
Continuous-Parameter Time Series
by Peter J. Brockwell, Alexander M. Lindner
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 processe ... more
- Language:
English - Binding: Hardback
- Number of pages: 540
Publisher: De Gruyter, 2024
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Book synopsis
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.
Book details
Book category Books in English Mathematics & science Mathematics Probability & statistics
154.49 €
- Full title: Continuous-Parameter Time Series
- Author: Peter J. Brockwell, Alexander M. Lindner
- Language: English
- Binding: Hardback
- Number of pages: 540
- EAN: 9783111324999
- ID: 45239739
- Publisher: De Gruyter
- Weight: 988 g
- Dimensions: 240 × 170 mm
- Published: 2024
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