Gaussian and non-Gaussian linear time series and random fields:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
New York [u.a.]
Springer
2000
|
| Schriftenreihe: | Springer series in statistics
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Literaturverz. S. 227 - 233 |
| Beschreibung: | XIII, 246 S. 25 cm |
| ISBN: | 038798917X |
Internformat
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| 650 | 4 | |a Série chronologique | |
| 650 | 7 | |a Tijdreeksen |2 gtt | |
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| 650 | 4 | |a Random fields | |
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Datensatz im Suchindex
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|---|---|
| adam_text | MURRAY ROSENBLATT GAUSSIAN AND NON-GAUSSIAN LINEAR TIME SERIES AND
RANDOM FIELDS SPRINGER CONTENTS PREFACE VII 1 REVERSIBILITY AND
IDENTIFIABILITY 1 1.1 LINEAR SEQUENCES AND THE GAUSSIAN PROPERTY 1 1.2
REVERSIBILITY 4 1.3 IDENTIFIABILITY 8 1.4 MINIMUM AND NONMINIMUM PHASE
SEQUENCES 10 2 MINIMUM PHASE ESTIMATION 15 2.1 THE MINIMUM PHASE CASE
AND THE QUASI-GAUSSIAN LIKELIHOOD 15 2.2 CONSISTENCY 18 2.3 THE
ASYMPTOTIC DISTRIBUTION 22 3 HOMOGENEOUS GAUSSIAN RANDOM FIELDS 27 3.1
REGULAR AND SINGULAR FIELDS 27 3.2 AN ISOMETRY 29 3.3 L-FIELDS AND
L-MARKOV FIELDS 34 4 CUMULANTS, MIXING AND ESTIMATION FOR GAUSSIAN
FIELDS 41 4.1 MOMENTS AND CUMULANTS 41 XII CONTENTS 4.2 HIGHER ORDER
SPECTRA 44 4.3 SOME SIMPLE INEQUALITIES AND STRONG MIXING 47 4.4 STRONG
MIXING FOR TWO-SIDED LINEAR PROCESSES . . . . 50 4.5 MIXING AND A
CENTRAL LIMIT THEOREM FOR RANDOM FIELDS 55 4.6 ESTIMATION FOR STATIONARY
RANDOM FIELDS 59 4.7 CUMULANTS OF FINITE FOURIER TRANSFORMS 72 4.8
APPENDIX: TWO INEQUALITIES 74 5 PREDICTION FOR MINIMUM AND NONMINIMUM
PHASE MODELS 83 5.1 INTRODUCTION 83 5.2 A FIRST ORDER AUTOREGRESSIVE
MODEL 85 5.3 NONMINIMUM PHASE AUTOREGRESSIVE MODELS 90 5.4 A FUNCTIONAL
EQUATION 96 5.5 ENTROPY 103 5.6 CONTINUOUS TIME PARAMETER PROCESSES 108
6 THE FLUCTUATION OF THE QUASI-GAUSSIAN LIKELIHOOD 117 6.1 INITIAL
REMARKS : 117 6.2 DERIVATION 120 6.3 THE LIMITING PROCESS 135 7 RANDOM
FIELDS 141 7.1 INTRODUCTION V 141 7.2 MARKOV FIELDS AND CHAINS 144 7.3
ENTROPY AND A LIMIT THEOREM 147 7.4 SOME ILLUSTRATIONS 150 8 ESTIMATION
FOR POSSIBLY NONMINIMUM PHASE SCHEMES 155 8.1 THE LIKELIHOOD FOR
POSSIBLY NON-GAUSSIAN AUTOREGRESSIVE SCHEMES 155 8.2 ASYMPTOTIC
NORMALITY 166 8.3 PRELIMINARY COMMENTS: APPROXIMATE MAXIMUM LIKELIHOOD
ESTIMATES FOR NON-GAUSSIAN NONMINIMUM PHASE ARMA SEQUENCES 178 8.4 THE
LIKELIHOOD FUNCTION .182 8.5 THE COVARIANCE MATRIX 186 8.6 SOLUTION OF
THE APPROXIMATE LIKELIHOOD EQUATIONS . . 190 CONTENTS XIII 8.7 CUMULANTS
AND ESTIMATION FOR AUTOREGRESSIVE SCHEMES 195 8.8 SUPEREFFICIENCY 203
BIBLIOGRAPHIC NOTES 211 REFERENCES 227 NOTATION 235 AUTHOR INDEX 239
INDEX 243
|
| any_adam_object | 1 |
| author | Rosenblatt, Murray |
| author_facet | Rosenblatt, Murray |
| author_role | aut |
| author_sort | Rosenblatt, Murray |
| author_variant | m r mr |
| building | Verbundindex |
| bvnumber | BV013062788 |
| callnumber-first | Q - Science |
| callnumber-label | QA280 |
| callnumber-raw | QA280 |
| callnumber-search | QA280 |
| callnumber-sort | QA 3280 |
| callnumber-subject | QA - Mathematics |
| classification_rvk | QH 237 SK 845 |
| classification_tum | MAT 634f |
| ctrlnum | (OCoLC)42061096 (DE-599)BVBBV013062788 |
| 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 |
| dewey-sort | 3519.5 15 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik Wirtschaftswissenschaften |
| format | Book |
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| id | DE-604.BV013062788 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T18:38:29Z |
| institution | BVB |
| isbn | 038798917X |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008900591 |
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| physical | XIII, 246 S. 25 cm |
| publishDate | 2000 |
| publishDateSearch | 2000 |
| publishDateSort | 2000 |
| publisher | Springer |
| record_format | marc |
| series2 | Springer series in statistics |
| spelling | Rosenblatt, Murray Verfasser aut Gaussian and non-Gaussian linear time series and random fields Murray Rosenblatt New York [u.a.] Springer 2000 XIII, 246 S. 25 cm txt rdacontent n rdamedia nc rdacarrier Springer series in statistics Literaturverz. S. 227 - 233 Champs aléatoires Gauss-processen gtt Kwantumveldentheorie gtt Processus gaussiens Série chronologique Tijdreeksen gtt Gaussian processes Random fields Time-series analysis Zeitreihenanalyse (DE-588)4067486-1 gnd rswk-swf Zufälliges Feld (DE-588)4191094-1 gnd rswk-swf Gauß-Prozess (DE-588)4156111-9 gnd rswk-swf Zeitreihe (DE-588)4127298-5 gnd rswk-swf Lineares System (DE-588)4125617-7 gnd rswk-swf Zeitreihe (DE-588)4127298-5 s Lineares System (DE-588)4125617-7 s DE-604 Zeitreihenanalyse (DE-588)4067486-1 s Zufälliges Feld (DE-588)4191094-1 s Gauß-Prozess (DE-588)4156111-9 s HEBIS Datenaustausch Darmstadt application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008900591&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Rosenblatt, Murray Gaussian and non-Gaussian linear time series and random fields Champs aléatoires Gauss-processen gtt Kwantumveldentheorie gtt Processus gaussiens Série chronologique Tijdreeksen gtt Gaussian processes Random fields Time-series analysis Zeitreihenanalyse (DE-588)4067486-1 gnd Zufälliges Feld (DE-588)4191094-1 gnd Gauß-Prozess (DE-588)4156111-9 gnd Zeitreihe (DE-588)4127298-5 gnd Lineares System (DE-588)4125617-7 gnd |
| subject_GND | (DE-588)4067486-1 (DE-588)4191094-1 (DE-588)4156111-9 (DE-588)4127298-5 (DE-588)4125617-7 |
| title | Gaussian and non-Gaussian linear time series and random fields |
| title_auth | Gaussian and non-Gaussian linear time series and random fields |
| title_exact_search | Gaussian and non-Gaussian linear time series and random fields |
| title_full | Gaussian and non-Gaussian linear time series and random fields Murray Rosenblatt |
| title_fullStr | Gaussian and non-Gaussian linear time series and random fields Murray Rosenblatt |
| title_full_unstemmed | Gaussian and non-Gaussian linear time series and random fields Murray Rosenblatt |
| title_short | Gaussian and non-Gaussian linear time series and random fields |
| title_sort | gaussian and non gaussian linear time series and random fields |
| topic | Champs aléatoires Gauss-processen gtt Kwantumveldentheorie gtt Processus gaussiens Série chronologique Tijdreeksen gtt Gaussian processes Random fields Time-series analysis Zeitreihenanalyse (DE-588)4067486-1 gnd Zufälliges Feld (DE-588)4191094-1 gnd Gauß-Prozess (DE-588)4156111-9 gnd Zeitreihe (DE-588)4127298-5 gnd Lineares System (DE-588)4125617-7 gnd |
| topic_facet | Champs aléatoires Gauss-processen Kwantumveldentheorie Processus gaussiens Série chronologique Tijdreeksen Gaussian processes Random fields Time-series analysis Zeitreihenanalyse Zufälliges Feld Gauß-Prozess Zeitreihe Lineares System |
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