Gaussian and Non-Gaussian Linear Time Series and Random Fields /

The book is concerned with linear time series and random fields in both the Gaussian and especially the non-Gaussian context. The principal focus is on autoregressive moving average models and analogous random fields. Probabilistic and statistical questions are both discussed. The Gaussian models ar...

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Bibliographic Details

Main Author:	Rosenblatt, Murray
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	New York, NY : Springer New York, 2000.
Series:	Springer series in statistics.
Subjects:	Statistics. Distribution (Probability theory) Mathematical statistics. Electronic books.
Online Access:	Connect to the full text of this electronic book