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Viac informácií o knihe Continuous-Parameter Time Series

• Parametre knihy
• Anotácia kniha
• Obľúbené z iného súdka

Nákupom získate 375 bodov

Anotácia knihy

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.

Parametre knihy

Zaradenie knihy Knihy po anglicky Mathematics & science Mathematics Probability & statistics

• Celý názov: Continuous-Parameter Time Series
• Autor: Peter J. Brockwell, Alexander M. Lindner
• Jazyk: Angličtina
• Väzba: Pevná
• Počet strán: 540
• EAN: 9783111324999
• ID: 45239739
• Nakladateľ: De Gruyter
• Hmotnosť: 988 g
• Rozmery: 240 × 170 mm
• Rok vydania: 2024

Obľúbené z iného súdka

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