Stationary Stochastic Models: An Introduction

Price: 1,650.00
About the Book: This book offers a unified mathematical introduction to stationary time series and continuous-time stationary stochastic processes, analyzed in both time and frequency domains. Covering ARMA models, autocovariance, spectral distributions, filtering, prediction, Gaussian and self-similar processes, and linear filters, it includes numerous examples, advanced topics, and a detailed appendix for technical support.

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