Estimation of stochastic processes with stationary increments and cointegrated sequences

Author(s)

• Luz, Maksym
• Moklyachuk, Mikhail P.

Bibliographic Information

Estimation of stochastic processes with stationary increments and cointegrated sequences

Maksym Luz, Mikhail Moklyachuk

（Mathematics and statistics）

ISTE , Wiley, 2019

Note

Includes bibliographical references (p. [267]-279) and index

Details

• NCID: BB29579254
• ISBN:
  • 9781786305039
• LCCN: 2019913878
• Country Code: uk
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: London,Hoboken, N.J.
• Pages/Volumes: xx, 282 p.
• Size: 25 cm
• Classification:
  • DC23 : 330.015195
• Subject Headings:
  • LCSH : Econometrics
  • LCSH : Stochastic processes
  • LCSH : Business mathematics
  • LCSH : Signal processing -- Statistical methods
• Parent Bibliography ID:
  • BB15439053