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...

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Bibliographic Details
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.
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Online Access:Connect to the full text of this electronic book
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by Rosenblatt, Murray
Published 2000
Book