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£121.96
About as cheap as it gets — within 5% of the all-time low it hit 1 month ago.
£122 today · all-time low £119 (Oct 2026) · usually £120
De Gruyter Continuous-Parameter Time Series Mathematics Book
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Price distribution over 84 days • 2 price levels
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Most common price: £119 (12 days, 52.2%)
Price range: £119 - £122
Price levels: 2 different prices over 23 days
Description
Key Features
This De Gruyter publication offers a self-contained account of continuous-parameter time series starting with second-order models.
The text provides detailed coverage of spectral theory, linear prediction, and integration with respect to orthogonal increment processes.
Levy-driven models are included to allow for the study of infinite variance and various marginal distributions.
Detailed mathematical development is provided for Levy processes and the integration of deterministic functions.
The book focuses on the analysis of continuous-time ARMA processes within the De Gruyter Studies in Mathematics series.
Product Specifications
- Brand
- De Gruyter
- Format
- hardcover
- ASIN
- 3111324990
- Domain
- Amazon UK
- Release Date
- 22 July 2024
- Listed Since
- 13 March 2024
Barcode
No barcode data available
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