Continuous-parameter time series

DOI10.1515/9783111325033zbMATH Open1543.62001MaRDI QIDQ6587248FDOQ6587248

Authors: Peter J. Brockwell, Alexander Lindner 

Publication date: 13 August 2024

Published in: De Gruyter Studies in Mathematics (Search for Journal in Brave)

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Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Software, source code, etc. for problems pertaining to statistics (62-04) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

Cited In (1)

• Mixed orthogonality graphs for continuous-time stationary processes

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