Gaussian and Non-Gaussian Linear Time Series and Random by Murray Rosenblatt

By Murray Rosenblatt

The central concentration this is on autoregressive relocating common types and analogous random fields, with probabilistic and statistical questions additionally being mentioned. The publication contrasts Gaussian versions with noncausal or noninvertible (nonminimum part) non-Gaussian versions and bargains with difficulties of prediction and estimation. New effects for nonminimum part non-Gaussian approaches are exposited and open questions are famous. meant as a textual content for gradutes in data, arithmetic, engineering, the average sciences and economics, the one suggestion is an preliminary history in chance idea and information. Notes on historical past, background and open difficulties are given on the finish of the book.

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