Compare Prices | Create Shopping Lists with Price Drop Alerts | Set Coupons, Promo Codes & Sales Alerts | Get Access to Exclusive Deals and Much More... All in One Place | Read all about it here

Gaussian and Non-Gaussian Linear Time Series and Random Fields

Gaussian and Non-Gaussian Linear Time Series and Random Fields

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9780387989174
Condition
New
Product Description

Much of this book is concerned with autoregressive and moving av erage linear stationary sequences and random fields. These models are part of the classical literature in time series analysis, particularly in the Gaussian case. There is a large literature on probabilistic and statistical aspects of these models-to a great extent in the Gaussian context. In the Gaussian case best predictors are linear and there is an extensive study of the asymptotics of asymptotically optimal esti mators. Some discussion of these classical results is given to provide a contrast with what may occur in the non-Gaussian case. There the prediction problem may be nonlinear and problems of estima tion can have a certain complexity due to the richer structure that non-Gaussian models may have. Gaussian stationary sequences have a reversible probability struc ture, that is, the probability structure with time increasing in the usual manner is the same as that with time reversed. Chapter 1 considers the question of reversibility for linear stationary sequences and gives necessary and sufficient conditions for the reversibility. A neat result of Breidt and Davis on reversibility is presented. A sim ple but elegant result of Cheng is also given that specifies conditions for the identifiability of the filter coefficients that specify a linear non-Gaussian random field.

Available Colors
Available Sizes
1 Offer Price Range: $84.99 - $84.99
BEST PRICE

Single Product Purchase

$84.99
@ Link.springer.com     BUY Now

Price Comparison

Seller Contact Seller List Price On Sale Shipping Best Promo Final Price Volume Discount Financing Availability Seller's Page
BEST PRICE
1 Product Purchase
@ Link.springer.com
Contact Store Call Store Contact Support
$84.99 $84.99

$84.99
See Site In stock Visit Store

Similar Products

Migration and Discrimination

$22.99

Topology and Maps

$39.99

Essays in Social Security Economics

$109.99

Good-Night, Owl! by Pat Hutchins

$8.99

Optimale Reihenfolgen

$29.99

Building States and Markets

$54.99

Inherited Chorioretinal Dystrophies

$199.99

Future Visions on Biomedicine and Bioinformatics 1

$109.99

Ordered Sets

$99.99

Zeugenvorbereitung im Zivilprozess

$79.99

Mass und Integral und ihre Algebraisierung

$49.99

Granular Nanoelectronics

$219.99

UV-GO 2022 Kommentar

$59.99

Proceedings on 18th International Conference on Industrial Systems IS20

$379.99

Cultures of Environmentalism

$109.99

Performance of Communication Systems

$169.99

Coaching - Angewandte Psychologie fr die Beratungspraxis

$44.99

Surgical Treatment of Parkinsons Disease and Other Movement Disorders

$89.00

Scan Statistics

$109.99

A Treatise of Legal Philosophy and General Jurisprudence

$279.99

Agriculture Value Chain - Challenges and Trends in Academia and Industry

$109.99

IoT for Sustainable Smart Cities and Society

$119.00

Algorithmic Number Theory

$39.99

Neuroelectrical Brain Imaging Tools for the Study of the Efficacy of TV Advertising Stimuli and thei

$84.99

Artinian Modules over Group Rings

$44.99

Let's-Read-and-Find-Out Science: Sounds All Around

$5.21

Database and Expert Systems Applications

$54.99

Credit Rating und Risikomanagement

$79.99

Pathologische Physiologie und Klinik der Nierensekretion

$59.99

Types of Sentences Grade 5 Differentiation Pack

$5.99

Services for Aging Persons in China

$139.99

Bildverarbeitung fr die Medizin 2006

$139.00

Integrable Systems in the Realm of Algebraic Geometry

$54.99

Neue Verfahren in der Technik der chemischen Veredlung der Textilfasern

$59.99

The Olive Tree Genome

$109.99

Formeln und Ste fr die Speiellen Funktionen der Mathematischen Physik

$49.99

Schtzung stehenden Fichtenholzes mit einfachen Hilfsmitteln unter besonderer Bercksichtigung der s

$59.99

Rembrandts Jacobssegen

$59.99

Microalgae Biotechnology for Food, Health and High Value Products

$149.00

Introduction to the Smart Court System-of-Systems Engineering Project of China

$129.00