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Continuous-Parameter Time Series
Language
English
English
E-book
Adobe ePub DRM
This book provides a self-contained account of continuous-parameter time series, starting with secon...
Full description
Libristo code: 47702877
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357 b
357 b
52 133
Ft
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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. Levy-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 Levy 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.
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About the book
Full name
Continuous-Parameter Time Series
Language
English
English
Binding
E-book - Adobe ePub DRM
Date of issue
2024
Number of pages
522
EAN
9783111325200
Libristo code
47702877
Publishers
De Gruyter
Categories
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