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Brownian Motion, the Fredholm Determinant, and Time Series Analysis - Institute of Mathematical Statistics Monographs Tanaka, Katsuto (Hitotsubashi University, Tokyo)
Brownian Motion, the Fredholm Determinant, and Time Series Analysis - Institute of Mathematical Statistics Monographs
Tanaka, Katsuto (Hitotsubashi University, Tokyo)
Introducing Brownian motion from a statistical viewpoint, this text gathers many important statistical tools in one accessible resource for researchers and graduate students. In particular, it explores how to derive the distribution of various statistics arising in time series analysis that are the quadratic functionals of Brownian motion.
360 pages, Worked examples or Exercises
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 2 de enero de 2025 |
| ISBN13 | 9781009566995 |
| Editores | Cambridge University Press |
| Páginas | 352 |
| Dimensiones | 150 × 220 × 20 mm · 639 g |
| Lengua | Inglés |