Publication

1999-12-21 - Springer

Language

English

Word Count

61,500 words, Guess

Page Count

246 pages

Identifiers

and 3 more
  • Library of Congress Control Number99042811
  • Goodreads3715607
  • LibraryThing5164728

Classifications

  • LCCQA280 .R668 2000

Description

"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.

First Sentence

Linear Sequences and the Gaussian Property

Subjects

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