Gaussian and Non-Gaussian Linear Time Series and Random Fields
Publisher: Springer
Published: December 21, 1999
Language: eng
Number of pages: 246
ISBN-13: 9780387989174
First sentence: Linear Sequences and the Gaussian Property
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.
Notes: Springer Series in Statistics