Stationary Stochastic Models: An Introduction

Stationary Stochastic Models: An Introduction By Gatto, Riccardo Published by World Scientific Publishing Company Publication Date: 2022-07-22 Subject: Probability & Statistics, Mathematics Probability & Statistics General, Mathematics, Probability & Statistics, General, Mathematics Probability & Statistics Stochastic Processes, Stochastic Processes, Mathematics Applied, Applied, Probability And Statistics, Anf: Mathematics, Mathematics Applied, Mathematics Probability & Statistics General, Mathematics Probability & Statistics Stochastic Processes, Mathematics Applied, Mathematics Probability & Statistics - Stochastic Processes, Probability & Statistics, Probability And Statistics Subject Keywords: Autocovariance Function; Autoregressive Time Series; Differential Equation Driven by Stationary Process; Fourier Series; Fourier Transform; Gaussian Processes; Linear Filters; Moving Average Time Series; Prediction with Stationary Time Series; Selfsimilarity; Shot Noise Process; Simulation of Stationary Processes; Spectral Decomposition of Stationary Process; Spectral Distribution; Stationarity; Time Series; White Noise; Wiener Process; Ornstein-Uhlenbeck Process, stocastic,probabilty,application,applied,mathematics Genre: Probability & Statistics, Mathematics, Probability & Statistics, General, Mathematics, Probability & Statistics, Stochastic Processes, Mathematics, Applied, Probability And Statistics Target Audience: Tertiary education