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About The Book
Description
Author
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.
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Details
ISBN 13
9781009566995
Publication Date
-31-12-2024
Pages
-352
Weight
-566 grams
Dimensions
-152.4x228.6x20.08 mm
