Brownian Motion, the Fredholm Determinant, and Time Series Analysis
$279.22
- Hardcover
352 pages
- Release Date
2 January 2025
Summary
Brownian Motion, Functionals, and Time Series: A Statistical Approach
Brownian motion is a cornerstone in fields requiring the analysis of random events. This book introduces Brownian motion from a statistical perspective, delving into the distribution of quadratic plus linear or bilinear functionals. It highlights the applicability of this approach to time series analysis.
This text serves as a guide to deriving the Fredholm determinant and the resolvent associated with suc…
Book Details
| ISBN-13: | 9781009566995 |
|---|---|
| ISBN-10: | 1009566997 |
| Series: | Institute of Mathematical Statistics Monographs |
| Author: | Katsuto Tanaka |
| Publisher: | Cambridge University Press |
| Imprint: | Cambridge University Press |
| Format: | Hardcover |
| Number of Pages: | 352 |
| Release Date: | 2 January 2025 |
| Weight: | 0g |
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About The Author
Katsuto Tanaka
Katsuto Tanaka is Professor Emeritus at Hitotsubashi University, Tokyo. He is a recipient of the Tjalling C. Koopmans Econometric Theory Prize (1996), the Japan Statistical Society Prize (1998), and the Econometric Theory Award (1999). He previously authored ‘Time Series Analysis’ (First Edition 1996, Second Edition 2017) and six statistics and econometrics books in Japanese.
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