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.
"synopsis" may belong to another edition of this title.
Murray Rosenblatt is Professor of Mathematics at the University of California, San Diego. He was a Guggenheim Fellow in 1965 and 1972 and is a member of the National Academy of Sciences, U.S.A. He is the author of "Random Processes" (1962), "Markov Processes: Structure and Asymptotic Behavior" (1971), "Stationary Sequences and Random Fields" (1985), and "Stochastic Curve Estimation" (1991).Review:
From the reviews:
SHORT BOOK REVIEWS
"...will make this book useful as a reference source to the more theoretical among time series specialists."
"This publication can be recommended to readers familiar with the basic concepts of time series who are interested in estimation problems in nonminimum phase processes."
"About this title" may belong to another edition of this title.
Book Description Springer. Book Condition: New. pp. xiii + 246 This item is printed on Demand. Bookseller Inventory # 7562853
Book Description Book Condition: Brand New. Brand New Original US Edition, Perfect Condition. Printed in English. Excellent Quality, Service and customer satisfaction guaranteed!. Bookseller Inventory # AIND-30468
Book Description Book Condition: New. New. US edition. Perfect condition. Customer satisfaction our priority. Bookseller Inventory # ABE-FEB-37823
Book Description Book Condition: Brand New. New. US edition. Customer Satisfaction guaranteed!!. Bookseller Inventory # SHUB37823
Book Description Book Condition: New. Brand New Original US Edition.We Ship to PO BOX Address also. EXPEDITED shipping option also available for faster delivery. Bookseller Inventory # AUSBNEW-30468
Book Description Book Condition: Brand New. New, US edition. Excellent Customer Service. Bookseller Inventory # ABEUSA-37823
Book Description Springer, 1999. Book Condition: New. 247 pp., Hardcover, NEW!!. Bookseller Inventory # ZB1083609
Book Description Springer, 1999. Hardcover. Book Condition: New. book. Bookseller Inventory # M038798917X
Book Description Springer-Verlag New York Inc., 1999. HRD. Book Condition: New. New Book.Shipped from US within 10 to 14 business days.THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. Bookseller Inventory # IP-9780387989174
Book Description Springer, 2016. Paperback. Book Condition: New. PRINT ON DEMAND Book; New; Publication Year 2016; Not Signed; Fast Shipping from the UK. No. book. Bookseller Inventory # ria9780387989174_lsuk