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Viac informácií o knihe Gaussian and Non-Gaussian Linear Time Series and Random Fields

• Parametre knihy
• Anotácia kniha
• Obľúbené z iného súdka

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Anotácia knihy

The book is concerned with linear time series and random fields in both the Gaussian and especially the non-Gaussian context. The principal focus is on autoregressive moving average models and analogous random fields. Probabilistic and statistical questions are both discussed. The Gaussian models are contrasted with noncausal or noninvertible (nonminimum phase) non-Gaussian models which can have a much richer structure than Gaussian models. The book deals with problems of prediction (which can have a nonlinear character) and estimation. New results for nonminimum phase non-Gaussian processes are exposited and open questions are noted. The book is intended as a text for graduate students in statistics, mathematics, engineering, the natural sciences and economics. An initial background in probability theory and statistics is suggested. Notes on background, history and open problems are given at the end of the book.

Parametre knihy

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

• Celý názov: Gaussian and Non-Gaussian Linear Time Series and Random Fields
• Autor: Murray Rosenblatt
• Jazyk: Angličtina
• Väzba: Pevná
• Počet strán: 247
• EAN: 9780387989174
• ISBN: 038798917X
• ID: 01385689
• Nakladateľ: Springer-Verlag New York Inc.
• Hmotnosť: 1220 g
• Rozmery: 235 × 155 × 20 mm
• Dátum vydania: 21. December 1999

Obľúbené z iného súdka

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