£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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£121.99 £118.83 £119.52 £120.21 £120.90 £121.59 £122.28 29 July 2026 18 August 2026 08 September 2026 29 September 2026 20 October 2026
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Description

Continuous-Parameter Time Series (De Gruyter Studies in Mathematics, 98) provides a self-contained account of time series analysis. This mathematical text starts with second-order models and moves into detailed treatments of spectral theory, linear prediction, and integration with respect to orthogonal increment processes. By incorporating Levy-driven models, the book extends coverage to include infinite variance, various marginal distributions, and sample paths with jumps. Readers will find extensive development of the theory of Levy processes and the integration of deterministic functions regarding these processes. The text places special focus on the analysis of continuous-time ARMA processes, making it a comprehensive resource for those studying mathematical modelling.

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

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

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No barcode data available

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