Gaussian and non-Gaussian linear time series and random fields
"This book is concerned with linear time series and random fields in both the Gaussian and especially the non-Gaussian contexts. The principal focus is on autoregressive moving average models and analogous random fields."--BOOK JACKET. "The book is intended as a text for graduate students in statistics, mathematics, engineering, the natural sciences, and economics. An initial background in probability and statistics is suggested."--Jacket
Print Book, English, ©2000
Springer, New York, ©2000