Kniha Continuous-Parameter Time Series Peter J. Brockwell

Continuous-Parameter Time Series

Jazyk: Angličtina
Vazba: Pevná
Vydavatel: De Gruyter
Dostupnost: Skladem u dodavatele
Odesíláme za 9-15 dnů
3 640
This book provides a self-contained account of continuous-parameter time series, starting with secon...

Informace o knize

Jazyk
Angličtina
Vazba
Kniha - Pevná
Vydáno
2024
Stránek
540
EAN
9783111324999
Enbook ID
45239739
Vydavatel
Hmotnost
988
Rozměry
170 x 240

Kompletní popis

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.

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