Stationary sequences and random fields:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Boston [u.a.]
Birkhäuser
1985
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | 258 Seiten Illustrationen |
| ISBN: | 0817632646 3764332646 |
Staff View
MARC
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| 100 | 1 | |a Rosenblatt, Murray |d 1926-2019 |0 (DE-588)1072191784 |4 aut | |
| 245 | 1 | 0 | |a Stationary sequences and random fields |
| 264 | 1 | |a Boston [u.a.] |b Birkhäuser |c 1985 | |
| 300 | |a 258 Seiten |b Illustrationen | ||
| 336 | |b txt |2 rdacontent | ||
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| 338 | |b nc |2 rdacarrier | ||
| 650 | 4 | |a Champs aléatoires | |
| 650 | 4 | |a Suites stationnaires (Mathématiques) | |
| 650 | 4 | |a Série chronologique | |
| 650 | 4 | |a Random fields | |
| 650 | 4 | |a Stationary sequences (Mathematics) | |
| 650 | 4 | |a Time-series analysis | |
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Record in the Search Index
| _version_ | 1815076598770040832 |
|---|---|
| adam_text |
9
Table of Contents
Chapter I
Stationary Processes
1. General Discussion 12
2. Positive Definite Functions 13
3. Fourier Representation of a Weakly Stationary Process 15
Problems 22
Notes 24
Chapter II
Prediction and Moments
1. Prediction 30
2. Moments and Cumulants 33
3. Autoregressive and Moving Average Processes 37
4. Non Gaussian Linear Processes 46
5. The Kalman Bucy Filter 48
Problems 50
Notes 51
Chapter III
Quadratic Forms, Limit Theorems and Mixing Conditions
1. Introduction 54
2. Quadratic Forms 54
3. A Limit Theorem 62
4. Summability of Cumulants 67
5. Long range Dependence 71
6. Strong Mixing and Random Fields 72
Problems 78
Notes 79
Chapter IV
Estimation of Parameters of Finite Parameter Models
1. Maximum Likelihood Estimates 84
2. The Newton Raphson Procedure and Gaussian ARMA Schemes . 92
3. Asymptotic Properties of Some Finite Parameter Estimates 101
4. Sample Computations Using Monte Carlo Simulation Ill
5. Estimating the Order of a Model 114
6. Finite Parameter Stationary Random Fields 115
Problems 120
10 Stationary Sequences and Random Fields
Chapter V
Spectral Density Estimates
1. The Periodogram 126
2. Bias and Variance of Spectral Density Estimates 132
3. Asymptotic Distribution of Spectral Density Estimates 138
4. Prewhitening and Tapering 143
5. Spectral Density Estimates Using Blocks 144
6. A Lower Bound for the Precision of Spectral Density Estimates . . . 146
7. Turbulence and the Kolmogorov Spectrum 152
8. Spectral Density Estimates for Random Fields 155
Problems 157
Notes 159
Chapter VI
Cumulant Spectral Estimates
1. Introduction 164
2. The Discrete Fourier Transform and Fast Fourier Transform 164
3. Vector Valued Processes 166
4. Smoothed Periodograms 175
5. Aliasing and Discretely Sampled Time Series 182
Notes 190
Chapter VII
Density and Regression Estimates
1. Introduction. The Case of Independent Observations 192
2. Density and Regression Estimates for Stationary Sequences 196
Notes 203
Chapter VIII
Non Gaussian Linear Processes
1. Estimates of Phase, Coefficients, and Deconvolution for Non Gaussian
Linear Processes 206
2. Random Fields 221
3. Non Gaussian Linear Random Fields 234
Notes 237
Appendix
1. Monotone Functions and Measures 240
2. Hilbcrt Space 242
3. Ranach Space 244
4. Banach Algebras and Homomorphisms 245
Postscript 247
Bibliography 249
Author Index 255
Subject Index 257 |
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| dewey-full | 519.5/5 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.5/5 |
| dewey-search | 519.5/5 |
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| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
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| id | DE-604.BV000554563 |
| illustrated | Illustrated |
| indexdate | 2024-11-07T15:05:34Z |
| institution | BVB |
| isbn | 0817632646 3764332646 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-000341182 |
| oclc_num | 11133630 |
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| physical | 258 Seiten Illustrationen |
| publishDate | 1985 |
| publishDateSearch | 1985 |
| publishDateSort | 1985 |
| publisher | Birkhäuser |
| record_format | marc |
| spelling | Rosenblatt, Murray 1926-2019 (DE-588)1072191784 aut Stationary sequences and random fields Boston [u.a.] Birkhäuser 1985 258 Seiten Illustrationen txt rdacontent n rdamedia nc rdacarrier Champs aléatoires Suites stationnaires (Mathématiques) Série chronologique Random fields Stationary sequences (Mathematics) Time-series analysis Stationärer Prozess (DE-588)4056989-5 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf Zufälliges Feld (DE-588)4191094-1 gnd rswk-swf Zeitreihenanalyse (DE-588)4067486-1 s Zufälliges Feld (DE-588)4191094-1 s Stationärer Prozess (DE-588)4056989-5 s DE-604 Erscheint auch als Online-Ausgabe 978-1-4612-5156-9 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=000341182&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Rosenblatt, Murray 1926-2019 Stationary sequences and random fields Champs aléatoires Suites stationnaires (Mathématiques) Série chronologique Random fields Stationary sequences (Mathematics) Time-series analysis Stationärer Prozess (DE-588)4056989-5 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd Zufälliges Feld (DE-588)4191094-1 gnd |
| subject_GND | (DE-588)4056989-5 (DE-588)4067486-1 (DE-588)4191094-1 |
| title | Stationary sequences and random fields |
| title_auth | Stationary sequences and random fields |
| title_exact_search | Stationary sequences and random fields |
| title_full | Stationary sequences and random fields |
| title_fullStr | Stationary sequences and random fields |
| title_full_unstemmed | Stationary sequences and random fields |
| title_short | Stationary sequences and random fields |
| title_sort | stationary sequences and random fields |
| topic | Champs aléatoires Suites stationnaires (Mathématiques) Série chronologique Random fields Stationary sequences (Mathematics) Time-series analysis Stationärer Prozess (DE-588)4056989-5 gnd Zeitreihenanalyse (DE-588)4067486-1 gnd Zufälliges Feld (DE-588)4191094-1 gnd |
| topic_facet | Champs aléatoires Suites stationnaires (Mathématiques) Série chronologique Random fields Stationary sequences (Mathematics) Time-series analysis Stationärer Prozess Zeitreihenanalyse Zufälliges Feld |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=000341182&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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