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Gaussian and Non-Gaussian Linear Time Series and Random Fields (Hardcover, 2000 ed.) Loot Price: R2,939
Discovery Miles 29 390
Repayment Terms: R275 pm x 12*
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Gaussian and Non-Gaussian Linear Time Series and Random Fields (Hardcover, 2000 ed.): Murray Rosenblatt

Gaussian and Non-Gaussian Linear Time Series and Random Fields (Hardcover, 2000 ed.)

Murray Rosenblatt

Series: Springer Series in Statistics

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Loot Price R2,939 Discovery Miles 29 390 | Repayment Terms: R275 pm x 12*

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The principal focus here is on autoregressive moving average models and analogous random fields, with probabilistic and statistical questions also being discussed. The book contrasts Gaussian models with noncausal or noninvertible (nonminimum phase) non-Gaussian models and deals with problems of prediction and estimation. New results for nonminimum phase non-Gaussian processes are exposited and open questions are noted. Intended as a text for gradutes in statistics, mathematics, engineering, the natural sciences and economics, the only recommendation is an initial background in probability theory and statistics. Notes on background, history and open problems are given at the end of the book.

General

Imprint: Springer-Verlag New York
Country of origin: United States
Series: Springer Series in Statistics
Release date: December 1999
First published: 2000
Authors: Murray Rosenblatt
Dimensions: 235 x 155 x 15mm (L x W x T)
Format: Hardcover
Pages: 247
Edition: 2000 ed.
ISBN-13: 978-0-387-98917-4
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
LSN: 0-387-98917-X
Barcode: 9780387989174

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