{"product_id":"9780387989174","title":"Springer Series in Statistics","description":"\u003ch1\u003eSpringer Series in Statistics\u003c\/h1\u003e \u003ch2\u003eRosenblatt, Murray\u003c\/h2\u003e \u003cp\u003eMuch of this book is concerned with autoregressive and moving av­ erage linear stationary sequences and random fields. These models are part of the classical literature in time series analysis, particularly in the Gaussian case. There is a large literature on probabilistic and statistical aspects of these models-to a great extent in the Gaussian context. In the Gaussian case best predictors are linear and there is an extensive study of the asymptotics of asymptotically optimal esti­ mators. Some discussion of these classical results is given to provide a contrast with what may occur in the non-Gaussian case. There the prediction problem may be nonlinear and problems of estima­ tion can have a certain complexity due to the richer structure that non-Gaussian models may have. Gaussian stationary sequences have a reversible probability struc­ ture, that is, the probability structure with time increasing in the usual manner is the same as that with time reversed. Chapter 1 considers the question of reversibility for linear stationary sequences and gives necessary and sufficient conditions for the reversibility. A neat result of Breidt and Davis on reversibility is presented. A sim­ ple but elegant result of Cheng is also given that specifies conditions for the identifiability of the filter coefficients that specify a linear non-Gaussian random field.\u003c\/p\u003e \u003ch3\u003eDetails\u003c\/h3\u003e \u003cp\u003ePublished by: Springer\u003c\/p\u003e \u003cp\u003ePublication Date: 1999-12-21\u003c\/p\u003e \u003cp\u003eFormat: Hardcover\u003c\/p\u003e \u003cp\u003eISBN-13: 9780387989174\u003c\/p\u003e \u003cp\u003eDOI: 10.1007\/978-1-4612-1262-1\u003c\/p\u003e \u003cp\u003eDimensions: 235cm x155cm\u003c\/p\u003e \u003cp\u003ePages: 247\u003c\/p\u003e ","brand":"Springer New York","offers":[{"title":"Default Title","offer_id":45937752834188,"sku":"9780387989174","price":98.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9780387989174.jpg?v=1775710794","url":"https:\/\/lateknightbooks.com\/products\/9780387989174","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}