Gaussian and Non-gaussian Linear Time Series and Random Fields pdf epub mobi txt 電子書下載 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 下載 mobi 下載 pdf 下載 txt 電子書下載 2024

Gaussian and Non-gaussian Linear Time Series and Random Fields pdf epub mobi txt 電子書下載 2024

圖書描述

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 下載 mobi epub pdf txt 電子書