Stochastic models for time series. (2018)

• Record Type: Book
• Further Information: Note: Paul Doukhan.
• Authors: Doukhan, Paul
• Contents: 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.
• Publisher Details: Cham : Springer
• Publication Date: 2018
• Extent: 1 online resource (xx, 308 pages), illustrations
• Subjects: 519.5/5; Time-series analysis; Stochastic models; Stationary processes; Dynamics; Econometrics; Ergodic theory; Probabilities; Statistics; Electronic books
• Languages: English
• ISBNs: 9783319769387; 3319769383
• Related ISBNs: 9783319769370; 3319769375
• Notes: Note: Includes bibliographical references and index.
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.