Gaussian and Non-Gaussian Linear Time Series and Random Fields

Murray Rosenblatt

Springer-Verlag New York Inc., 2012

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Much of this book is concerned with autoregressive and moving av­ erage linear stationary sequences and random fields. Chapter 1 considers the question of reversibility for linear stationary sequences and gives necessary and sufficient conditions for the reversibility.

ISBN-13
9781461270676
ISBN-10
1461270677
Publisher
Springer-Verlag New York Inc.
Year
2012
Publication date
2012-09-27
Pages
247
Dimensions
235x155x