Gaussian and Non-Gaussian Linear Time Series and Random Fields
Buch in deiner Nähe kaufen
oder
Beschreibung
This monograph will be of interest to researchers and graduate students in time series and probability.
Autor*in
Murray Rosenblatt
Themen in »Gaussian and Non-Gaussian Linear Time Series and Random Fields«
Covariance matrix Gaussian Linear Time Series Likelihood Linear Time Series Probability theory Time series Variance
Stimmen zu »Gaussian and Non-Gaussian Linear Time Series and Random Fields«
From the reviews:
SHORT BOOK REVIEWS
"...will make this book useful as a reference source to the more theoretical among time series specialists."
ZENTRALBLATT MATH
"This publication can be recommended to readers familiar with the basic concepts of time series who are interested in estimation problems in nonminimum phase processes."
()
Details
ISBN: 9780387989174
Verlag: Springer US
Erscheinung: 21.12.1999