Brownian Motion, the Fredholm Determinant, and Time Series Analysis
Tanaka, Katsuto (Hitotsubashi University
Omschrijving
Introducing Brownian motion from a statistical viewpoint, this text gathers many important statistical tools in one accessible resource for researchers and graduate students. In particular, it explores how to derive the distribution of various statistics arising in time series analysis that are the quadratic functionals of Brownian motion.
Ik heb een vraag over het boek: ‘Brownian Motion, the Fredholm Determinant, and Time Series Analysis - Tanaka, Katsuto (Hitotsubashi University’.
Vul het onderstaande formulier in.
We zullen zo spoedig mogelijk antwoorden.
