Gaussian and non-Gaussian linear time series and random fields
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Publication:1964475
DOI10.1007/978-1-4612-1262-1zbMath0933.62082MaRDI QIDQ1964475
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
prediction; cumulants; reversibility; superefficiency; identifiability; higher order spectra; minimum phase estimation; quasi-Gaussian likelihood
62M20: Inference from stochastic processes and prediction
62M40: Random fields; image analysis
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62-02: Research exposition (monographs, survey articles) pertaining to statistics
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