Gaussian and Non-Gaussian Linear Time Series and Random Fields - Rosenblatt, Murray

Name: Gaussian and Non-Gaussian Linear Time Series and Random Fields - Rosenblatt, Murray
Brand: Springer-Verlag New York Inc.

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2 672 Kč

Springer-Verlag New York Inc.

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Much of this book is concerned with autoregressive and moving av erage linear stationary sequences and random fields. Chapter 1 considers the question of reversibility for linear stationary sequences and gives necessary and sufficient conditions for the reversibility.

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