Continuous Parameter Time Series is popular PDF and ePub book, written by Peter J. Brockwell in 2024-07-22, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Continuous Parameter Time Series can be Read Online from any device for your convenience.
Continuous Parameter Time Series Book PDF Summary
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.
Detail Book of Continuous Parameter Time Series PDF
- Author : Peter J. Brockwell
- Release : 22 July 2024
- Publisher : Walter de Gruyter GmbH & Co KG
- ISBN : 9783111325033
- Genre : Mathematics
- Total Page : 522 pages
- Language : English
- PDF File Size : 9,6 Mb
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