Gaussian and Non-gaussian Linear Time Series and Random Fields pdf epub mobi txt 电子书下载 2024

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Rosenblatt, Murray

1999-12

260

$ 190.97

9780387989174

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发表于2024-11-25

Gaussian and Non-gaussian Linear Time Series and Random Fields epub 下载 mobi 下载 pdf 下载 txt 电子书下载 2024

Gaussian and Non-gaussian Linear Time Series and Random Fields pdf epub mobi txt 电子书下载 2024

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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.

Gaussian and Non-gaussian Linear Time Series and Random Fields 下载 mobi epub pdf txt 电子书