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Robust and Nonlinear Time Series Analysis
. Ed(S): Franke, J.; Hardle, Wolfgang; Martin, D.
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Description for Robust and Nonlinear Time Series Analysis
Paperback. Editor(s): Franke, J.; Hardle, Wolfgang; Martin, D. Series: Lecture Notes in Statistics. Num Pages: 300 pages, biography. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 244 x 170 x 15. Weight in Grams: 520.
Classical time series methods are based on the assumption that a particular stochastic process model generates the observed data. The, most commonly used assumption is that the data is a realization of a stationary Gaussian process. However, since the Gaussian assumption is a fairly stringent one, this assumption is frequently replaced by the weaker assumption that the process is wide~sense stationary and that only the mean and covariance sequence is specified. This approach of specifying the probabilistic behavior only up to "second order" has of course been extremely popular from a theoretical point of view be cause it has allowed ... Read more
Classical time series methods are based on the assumption that a particular stochastic process model generates the observed data. The, most commonly used assumption is that the data is a realization of a stationary Gaussian process. However, since the Gaussian assumption is a fairly stringent one, this assumption is frequently replaced by the weaker assumption that the process is wide~sense stationary and that only the mean and covariance sequence is specified. This approach of specifying the probabilistic behavior only up to "second order" has of course been extremely popular from a theoretical point of view be cause it has allowed ... Read more
Product Details
Format
Paperback
Publication date
1984
Publisher
Springer-Verlag New York Inc. United States
Number of pages
300
Condition
New
Series
Lecture Notes in Statistics
Number of Pages
286
Place of Publication
New York, NY, United States
ISBN
9780387961026
SKU
V9780387961026
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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