Gaussian and non-Gaussian linear time series and random fields

DOI10.1007/978-1-4612-1262-1zbMath0933.62082OpenAlexW4230238169MaRDI QIDQ1964475

Murray Rosenblatt

Publication date: 9 February 2000

Published in: Springer Series in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4612-1262-1

zbMATH Keywords

predictioncumulantsreversibilitysuperefficiencyidentifiabilityhigher order spectraminimum phase estimationquasi-Gaussian likelihood

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Random fields; image analysis (62M40) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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