Continuous-Parameter Time Series

This book provides a self-contained account of continuous-parameter time series, starting with second-order models. Integration with respect...
$494.85 AUD
$494.85 AUD
SKU: 9783111324999
Product Type: Books
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Author: Peter J. Brockwell
Format: Hardcover
Language: English
Subtotal: $494.85
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Continuous-Parameter Time Series by Brockwell, Peter J.

Continuous-Parameter Time Series

$494.85

Continuous-Parameter Time Series

$494.85
Author: Peter J. Brockwell
Format: Hardcover
Language: English

This book provides a self-contained account of continuous-parameter time series, starting with second-order models. Integration with respect to orthogonal increment processes, spectral theory and linear prediction are treated in detail. L?vy-driven models are incorporated, extending coverage to allow for infinite variance, a variety of marginal distributions and sample paths having jumps. The necessary theory of L?vy processes and integration of deterministic functions with respect to these processes is developed at length. Special emphasis is given to the analysis of continuous-time ARMA processes.



Author: Peter J. Brockwell, Alexander M. Lindner
Publisher: de Gruyter
Published: 08/05/2024
Pages: 560
Binding Type: Hardcover
Weight: 2.26lbs
Size: 9.61h x 6.69w x 1.13d
ISBN: 9783111324999

About the Author
Peter J. Brockwell, Colorado State University, USA; Alexander M. Lindner, Ulm University, Germany.

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