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Brownian Motion, The Fredholm Determinant, And Time Series Analysis

by Katsuto (Hitotsubashi University, Tokyo) Tanaka
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language: english
Publisher: CAMBRIDGE UNIVERSITY PRESS, January of 2025 ‧
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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.

Brownian Motion, The Fredholm Determinant, And Time Series Analysis

by Katsuto (Hitotsubashi University, Tokyo) Tanaka

Property Description
ISBN: 9781009566995
Publisher: CAMBRIDGE UNIVERSITY PRESS
Release Date: January of 2025
Language: English
Cover: Hardcover
Pages: 352
Format: Book
Collection: Institute Of Mathematical Statistics Monographs
Categories: Books in English > Science > Mathematics
Books in English > Economics, Finance and Accounting > Economy
Books in English > Others
EAN: 9781009566995