Zoom
Sale 10% Off Your First Order
Sale 10% Off Your First Order
- Home
- Continuous-Parameter Time Series
Description
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.
About the Author
Peter J. Brockwell, Colorado State University, USA; Alexander M. Lindner, Ulm University, Germany.
RELATED PRODUCTS
RECENTLY VIEWED PRODUCTS
RELATED PRODUCTS
Related Products
Recently viewed products
Shopping cart
close
-
WHAT ARE YOU LOOKING FOR?Search
- Home
- Movies & TV
- Music
- Toys & Collectibles
- Video Games
- Books
- Electronics
- About us
- Castle Chronicles
- Contact us
- Login / Register