Zur Startseite gehen
0,00 €*
Cover: 9783111324999 | Continuous-Parameter Time Series | Peter J. Brockwell (u. a.) | Buch
Dekorationsartikel gehören nicht zum Leistungsumfang.
Continuous-Parameter Time Series
Buch von Peter J. Brockwell (u. a.)
Sprache: Englisch

126,95 €*

inkl. MwSt.

Versandkostenfrei per Post / DHL

Lieferzeit 2-3 Wochen

Kategorien:
Beschreibung
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. Lévy-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 Lévy 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.
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. Lévy-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 Lévy 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.
Details
Erscheinungsjahr: 2024
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Buch
Inhalt: XXII
500 S.
23 s/w Illustr.
ISBN-13: 9783111324999
ISBN-10: 3111324990
Sprache: Englisch
Autor: Brockwell, Peter J.
Lindner, Alexander M.
Hersteller: De Gruyter
Verantwortliche Person für die EU: Walter de Gruyter GmbH, De Gruyter GmbH, Genthiner Strasse 13, D-10785 Berlin, productsafety@degruyterbrill.com
Abbildungen: 23 b/w ill.
Maße: 35 x 179 x 253 mm
Von/Mit: Peter J. Brockwell (u. a.)
Erscheinungsdatum: 22.07.2024
Gewicht: 0,99 kg
Artikel-ID: 128723280
Details
Erscheinungsjahr: 2024
Genre: Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Buch
Inhalt: XXII
500 S.
23 s/w Illustr.
ISBN-13: 9783111324999
ISBN-10: 3111324990
Sprache: Englisch
Autor: Brockwell, Peter J.
Lindner, Alexander M.
Hersteller: De Gruyter
Verantwortliche Person für die EU: Walter de Gruyter GmbH, De Gruyter GmbH, Genthiner Strasse 13, D-10785 Berlin, productsafety@degruyterbrill.com
Abbildungen: 23 b/w ill.
Maße: 35 x 179 x 253 mm
Von/Mit: Peter J. Brockwell (u. a.)
Erscheinungsdatum: 22.07.2024
Gewicht: 0,99 kg
Artikel-ID: 128723280
Sicherheitshinweis

Ähnliche Produkte

Diese Website verwendet Cookies, um eine bestmögliche Erfahrung bieten zu können. Mehr Informationen ...