£121.99

De Gruyter Continuous-Parameter Time Series Mathematics Book

Price data last checked 29 day(s) ago - will refresh soon

View at Amazon

We'll watch every seller, every day. One email when your price arrives.

It has never been this cheap. We have no record of a lower price.

£122 today · cheaper than every other day in the last 3 months

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey
↓ Forecast
where the price is heading next
↓ Statistics
all-time high & low, recent range
↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 62 days • 62 data points (No recent data available)

Historical
Generating forecast...
£122.00 £121.99 £121.99 £121.99 £122.00 £122.00 £122.00 14 March 2026 29 March 2026 13 April 2026 28 April 2026 14 May 2026

Price Distribution

Price distribution over 62 days • 1 price levels

Days at Price
62 days 0 16 31 47 62 £122 Days at Price

Price Analysis

Most common price: £122 (62 days, 100.0%)

Price range: £122 - £122

Price levels: 1 different prices over 62 days

Description

Master the complexities of continuous-parameter time series with this comprehensive volume from De Gruyter Studies in Mathematics. This book offers a self-contained account of time series analysis, beginning with a foundational look at second-order models. It provides a deep dive into spectral theory, linear prediction, and integration with respect to orthogonal increment processes. For researchers and students looking to expand their mathematical toolkit, this text incorporates Levy-driven models. This extension allows for the study of infinite variance, various marginal distributions, and sample paths that include jumps. The text develops the necessary theory of Levy processes and the integration of deterministic functions in great detail. Readers will find a focused examination of continuous-time ARMA processes, making this an essential resource for those working in mathematical modelling and advanced statistical theory. Whether you are studying stochastic processes or advanced mathematics, this book provides the rigorous theoretical framework needed for high-level research.

Key Features

Provides a self-contained account of continuous-parameter time series starting from second-order models.

Includes detailed coverage of spectral theory, linear prediction, and orthogonal increment processes.

Incorporates Levy-driven models to allow for infinite variance and diverse marginal distributions.

Covers sample paths having jumps through the development of Levy process theory.

Offers specialized analysis of continuous-time ARMA processes for advanced mathematical modelling.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
22 July 2024
Listed Since
13 March 2024

Barcode

No barcode data available

Similar Products You Might Like

Large Deviations for Discrete-Time Processes with Averaging
97% match

Large Deviations for Discrete-Time Processes with Averaging

£89.22 14 Jan 2026
Levy Processes and Stochastic Calculus: 116 (Cambridge Studies in Advanced Mathematics, Series Number 116)
96% match

Levy Processes and Stochastic Calculus: 116 (Cambridge Studies in Advanced Mathematics, Series Number 116)

Cambridge University Press

£76.82 10 Jun 2026
Stochastic Processes and Long Range Dependence (Springer Series in Operations Research and Financial Engineering)
96% match

Stochastic Processes and Long Range Dependence (Springer Series in Operations Research and Financial Engineering)

Springer

£90.53 28 Jan 2026
Probability and Random Processes: Fourth Edition
96% match

Probability and Random Processes: Fourth Edition

Oxford University Press

£51.52 09 Feb 2026
Long-Range Dependence and Self-Similarity: 45 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 45)
96% match

Long-Range Dependence and Self-Similarity: 45 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 45)

Cambridge University Press

£51.15 01 May 2026
Probability and Random Processes: Fourth Edition
96% match

Probability and Random Processes: Fourth Edition

Oxford University Press

£96.60 19 Feb 2026
Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus: 02 (Cambridge Mathematical Library)
96% match

Diffusions, Markov Processes and Martingales: Volume 2, Ito Calculus: 02 (Cambridge Mathematical Library)

Cambridge University Press

£63.73 16 Mar 2026
Levy Processes: 121 (Cambridge Tracts in Mathematics, Series Number 121)
96% match

Levy Processes: 121 (Cambridge Tracts in Mathematics, Series Number 121)

Cambridge University Press

£63.22 17 Apr 2026
Probability and Random Processes with One Thousand Exercises in Probability
96% match

Probability and Random Processes with One Thousand Exercises in Probability

Oxford University Press

£82.41 10 Feb 2026
Lévy Processes: Theory and Applications
96% match

Lévy Processes: Theory and Applications

Birkhauser

£138.49 25 Apr 2026
Fractional Brownian Motion: Approximations and Projections (Mathematics and Statistics)
96% match

Fractional Brownian Motion: Approximations and Projections (Mathematics and Statistics)

Wiley

£110.68 11 Jan 2026
Probability: Theory and Examples: 49 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 49)
96% match

Probability: Theory and Examples: 49 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 49)

Cambridge University Press

£60.62 17 Mar 2026
Limit Theorems for Stochastic Processes: 288 (Grundlehren der mathematischen Wissenschaften, 288)
96% match

Limit Theorems for Stochastic Processes: 288 (Grundlehren der mathematischen Wissenschaften, 288)

Springer

£129.66 12 Jan 2026
Discretization of Processes: 67 (Stochastic Modelling and Applied Probability, 67)
96% match

Discretization of Processes: 67 (Stochastic Modelling and Applied Probability, 67)

Springer

£88.98 01 May 2026
Springer - Discretization of Processes: 67 (Stochastic Modelling)
96% match

Springer - Discretization of Processes: 67 (Stochastic Modelling)

Springer

£105.94 02 May 2026
Stable Lévy Processes via Lamperti-Type Representations: Series Number 7 (Institute of Mathematical Statistics Monographs, Series Number 7)
96% match

Stable Lévy Processes via Lamperti-Type Representations: Series Number 7 (Institute of Mathematical Statistics Monographs, Series Number 7)

Cambridge University Press

£48.56 18 Mar 2026
Statistics of Random Processes II: Applications: 6 (Stochastic Modelling and Applied Probability, 6)
96% match

Statistics of Random Processes II: Applications: 6 (Stochastic Modelling and Applied Probability, 6)

Springer

£109.97 13 Jan 2026
Set-Indexed Martingales - Chapman & Hall/CRC Monographs
96% match

Set-Indexed Martingales - Chapman & Hall/CRC Monographs

Chapman and Hall/CRC

£125.00 26 Mar 2026
Wiley Periodically Correlated Random Sequences - Math Book
96% match

Wiley Periodically Correlated Random Sequences - Math Book

Wiley

£119.00 24 Apr 2026
Simulation and Inference for Stochastic Processes with YUIMA: A Comprehensive R Framework for SDEs and Other Stochastic Processes (Use R!)
96% match

Simulation and Inference for Stochastic Processes with YUIMA: A Comprehensive R Framework for SDEs and Other Stochastic Processes (Use R!)

Springer

£46.53 12 Mar 2026
Statistics of Random Processes II: Applications: 6 (Stochastic Modelling and Applied Probability, 6)
96% match

Statistics of Random Processes II: Applications: 6 (Stochastic Modelling and Applied Probability, 6)

Springer

£99.83 14 Apr 2026
Springer Limit Theorems for Stochastic Processes - Vol 288
96% match

Springer Limit Theorems for Stochastic Processes - Vol 288

Springer

£139.09 25 Apr 2026
Stochastic Partial Differential Equations with Lévy Noise: An Evolution Equation Approach: 113 (Encyclopedia of Mathematics and its Applications, Series Number 113)
96% match

Stochastic Partial Differential Equations with Lévy Noise: An Evolution Equation Approach: 113 (Encyclopedia of Mathematics and its Applications, Series Number 113)

Cambridge University Press

£116.38 02 Mar 2026
Stochastic Models with Power-Law Tails: The Equation X = AX + B (Springer Series in Operations Research and Financial Engineering)
96% match

Stochastic Models with Power-Law Tails: The Equation X = AX + B (Springer Series in Operations Research and Financial Engineering)

Springer

£98.91 19 May 2026