Springer Series in Statistics Gaussian and Non-Gaussian Linear Time Series and Random Fields

Type

Book

Authors

Rosenblatt ( Rosenblatt, Murray )

ISBN 10

038798917X

ISBN 13

9780387989174

Tags

Probability & Statistics, Statistics

Series Name

Springer Series in Statistics

Description

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 in statistics, mathematics, engineering, the natural sciences and economics, the only recommendation is an initial background in probability theory and statistics. Notes on background, history and open problems are given at the end of the book. - from Amzon

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