Gaussian and Non-Gaussian Linear Time Series and Random Fields /
The book is concerned with linear time series and random fields in both the Gaussian and especially the non-Gaussian context. The principal focus is on autoregressive moving average models and analogous random fields. Probabilistic and statistical questions are both discussed. The Gaussian models ar...
| Main Author: | Rosenblatt, Murray |
|---|---|
| Corporate Author: | SpringerLink (Online service) |
| Format: | eBook |
| Language: | English |
| Published: |
New York, NY :
Springer New York,
2000.
|
| Series: | Springer series in statistics.
|
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
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