The primary aim of this book is to provide modern statistical techniques and theory for stochastic processes. The stochastic processes mentioned here are not restricted to the usual AR, MA, and ARMA processes. A wide variety of stochastic processes, including non-Gaussian linear processes, long-memory processes, nonlinear processes, non-ergodic processes and diffusion processes are described. The authors discuss estimation and testing theory and many other relevant statistical methods and techniques.
- ISBN13 9780387950396
- Publish Date 11 August 2000
- Publish Status Active
- Publish Country US
- Imprint Springer-Verlag New York Inc.
- Edition 2000 ed.
- Format Hardcover
- Pages 662
- Language English