By Peter J. Brockwell,Richard A. Davis
- A bankruptcy dedicated to monetary Time Series
- Introductions to Brownian movement, Lévy procedures and Itô calculus
- An improved part on continuous-time ARMA processes
Peter J. Brockwell and Richard A. Davis are Fellows of the yankee Statistical organization and the Institute of Mathematical records and elected contributors of the overseas information Institute. Richard A. Davis is the present President of the Institute of Mathematical data and, with W.T.M. Dunsmuir, winner of the Koopmans Prize. Professors Brockwell and Davis are coauthors of the generally used complicated textual content, Time sequence: concept and strategies, moment Edition (Springer-Verlag, 1991).
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