Gaussian and Non-Gaussian Linear Time Series and Random Fields
Gaussian and Non-Gaussian Linear Time Series and Random Fields (Springer Series in Statistics) by Murray Rosenblatt
English | 21 Dec. 1999 | ISBN: 038798917X | 250 Pages | PDF | 8 MB
English | 21 Dec. 1999 | ISBN: 038798917X | 250 Pages | PDF | 8 MB
The principal focus here is on autoregressive moving average models and analogous random fields, with probabilistic and statistical questions also being discussed. The book contrasts Gaussian models with noncausal or noninvertible (nonminimum phase) non-Gaussian models and deals with problems of prediction and estimation.