Il libro è attualmente esaurito
Maggiori informazioni sul libro
The book delves into autoregressive and moving average linear stationary sequences, emphasizing their role in time series analysis, particularly within the Gaussian framework. It contrasts classical results with non-Gaussian scenarios, highlighting the complexities of prediction and estimation in these contexts. Chapter 1 focuses on reversibility in linear stationary sequences, offering necessary conditions and showcasing key findings by Breidt, Davis, and Cheng regarding filter coefficient identifiability in non-Gaussian random fields.
Acquisto del libro
Gaussian and Non-Gaussian Linear Time Series and Random Fields, Murray Rosenblatt
- Lingua
- Pubblicato
- 2012
- product-detail.submit-box.info.binding
- (In brossura)
Ti avviseremo via email non appena lo rintracceremo.
Metodi di pagamento
Ancora nessuna valutazione.