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Continuous-Parameter Time Series

Name: Continuous-Parameter Time Series
Brand: De Gruyter
SKU: 45239739
Price: 166.89 EUR
Availability: InStock
Author: Peter J. Brockwell
ISBN: 9783111324999

Peter J. Brockwell

Alexander M. Lindner

Language

English

Book Hardback

Libristo code: 45239739

Publishers De Gruyter, November 2023

This book provides a self-contained account of continuous-parameter time series, starting with secon... Full description

Libristo code: 45239739

408 b

166.89 € VAT included

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This book provides a self-contained account of continuous-parameter time series, starting with second-order models, the analysis of which is based heavily on Hilbert space, integration with respect to orthogonal increment processes and Fourier transforms. Coverage extends beyond finite variance models by incorporating Levy-driven models, which allow for infinite variance and skewed sample routes, as well as an examination of the sample paths.