Continuous-Parameter Time Series

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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. Lévy-driven models are incorporated, extending coverage to allow for infinite variance, a variety of marginal distributions and sample paths having jumps. The nece...

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product_type_E-book
epub
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122.00 £

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 nece...

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  • Formats: epub
  • ISBN: 9783111325200
  • Publication Date: 22 Jul 2024
  • Publisher: De Gruyter
  • Product language: English
  • Drm Setting: DRM