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Non-Stationary Stochastic Processes Estimation: Vector Stationary Increments, Periodically Stationary Multi-Seasonal Increments

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Non-Stationary Stochastic Processes Estimation: Vector Stationary Increments, Periodically Stationary Multi-Seasonal Increments - Luz, Maksym, and Moklyachuk, Mikhail
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This book gives a deep understanding of spectral theory and estimation techniques for stochastic processes with vector-valued stationary and periodically stationary multi-seasonal increments. Furthermore, this book presents solutions to extrapolatio

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Non-Stationary Stochastic Processes Estimation: Vector Stationary Increments, Periodically Stationary Multi-Seasonal Increments 2024, de Gruyter, Berlin/Boston

ISBN-13: 9783111325330

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