书目详细信息
： Stochastic models for time series /
书目信息 机读格式(MARC)
| ISBN： | 9783319769370 (print) |
|---|---|
| ISBN： | 9783319769387 |
| 编目源： | WaSeSS WaSeSS WaSeSS |
| 个人名称： | Doukhan, Paul. |
| 题名： | Stochastic models for time series / Paul Doukhan. |
| 索书号： | O212E/D731E |
| 载体形态： | xx, 308 pages : illustrations ; 25 cm. |
| 书目附注： | Includes bibliographical references and index. |
| 格式化内容附注： | Part I Independence and Stationarity -- 1 Probability and Independence -- 2 Gaussian convergence and inequalities -- 3 Estimation concepts -- 4 Stationarity -- Part II Models of time series -- 5 Gaussian chaos -- 6 Linear processes -- 7 Non-linear processes -- 8 Associated processes -- Part III Dependence -- 9 Dependence -- 10 Long-range dependence -- 11 Short-range dependence -- 12 Moments and cumulants -- Appendices -- A Probability and distributions -- B Convergence and processes -- C R scripts used for the gures -- Index- List of figures. |