Gaussian and Non-Gaussian Linear Time Series and Random Fields

by Murray Rosenblatt

Book Overview

The principal focus here is on autoregressive moving average models and analogous random fields, with probabilistic and statistical questions also being discussed. The book contrasts Gaussian models with noncausal or noninvertible (nonminimum phase) non-Gaussian models and deals with problems of prediction and estimation. New results for nonminimum phase non-Gaussian processes are exposited and open questions are noted. Intended as a text for gradutes...

• Format: Hardcover
• Language: English
• ISBN: 038798917X
• ISBN13: 9780387989174
• Release Date: December 1999
• Publisher: Springer
• Length: 247 Pages
• Weight: 1.13 lbs.
• Dimensions: 0.7" x 6.4" x 9.6"