Gaussian and Non-Gaussian Linear Time Series and Random Fields

"This book is concerned with linear time series and random fields in both the Gaussian and especially the non-Gaussian contexts. The principal focus is on autoregressive moving average models and analogous random fields." "The book is intended as a text for graduate students in statistics, mathematics, engineering, the natural sciences, and economics. An initial background in probability and statistics is suggested."--BOOK JACKET.

שנה

1999

שפה

English

הוצאה

Springer

מהדורות

1

עמודים

246

ISBN

9780387989174

מקור הנתונים: Wikidata