{"product_id":"continuous-parameter-time-series-peter-j-brockwell-9783111324999","title":"Continuous-Parameter Time Series","description":"\u003cp\u003eThis book provides a self-contained account of continuous-parameter time series, starting with second-order models. Integration with respect to orthogonal increment processes, spectral theory and linear prediction are treated in detail. L?vy-driven models are incorporated, extending coverage to allow for infinite variance, a variety of marginal distributions and sample paths having jumps. The necessary theory of L?vy processes and integration of deterministic functions with respect to these processes is developed at length. Special emphasis is given to the analysis of continuous-time ARMA processes. \u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Peter J. Brockwell, Alexander M. Lindner\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 3111324990\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9783111324999\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e de Gruyter\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 08\/05\/2024\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 560\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 2.26lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.61h x 6.69w x 1.13d","brand":"Peter J. Brockwell","offers":[{"title":"Hardcover","offer_id":46070575399167,"sku":"9783111324999","price":137.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/files\/img_cc4018f6-d700-4c22-9cb4-f0ec4040c32b.jpg?v=1724243677","url":"https:\/\/www.whiterainbookhouse.com\/products\/continuous-parameter-time-series-peter-j-brockwell-9783111324999","provider":"WR Book House","version":"1.0","type":"link"}