Brownian Motion, the Fredholm Determinant, and Time Series Analysis - Institute of Mathematical Statistics Monographs - Tanaka, Katsuto (Hitotsubashi University, Tokyo) - Books - Cambridge University Press - 9781009566995 - January 2, 2025
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Tanaka, Katsuto (Hitotsubashi University, Tokyo)
Brownian Motion, the Fredholm Determinant, and Time Series Analysis - Institute of Mathematical Statistics Monographs

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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.

360 pages, Worked examples or Exercises

Media Books     Hardcover Book   (Book with hard spine and cover)
Released January 2, 2025
ISBN13 9781009566995
Publishers Cambridge University Press
Pages 352
Dimensions 150 × 220 × 20 mm   ·   639 g
Language English  

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