Kniha Continuous-Parameter Time Series Peter J. Brockwell

Continuous-Parameter Time Series

Jazyk: Angličtina
Väzba: Pevná
Vydavateľ: De Gruyter
Dostupnosť: Skladom u dodávateľa
Odosielame za 9-15 dní
150.60
This book provides a self-contained account of continuous-parameter time series, starting with secon...

Informácie o knihe

Jazyk
Angličtina
Väzba
Kniha - Pevná
Vydalo
2024
Stránok
540
EAN
9783111324999
Enbook ID
45239739
Vydavateľ
Hmotnosť
988
Rozmery
170 x 240

Kompletný 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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