Stochastic Models for Time Series
This book presents essential tools for modelling non-linear time series. The first part of the book describes the main standard tools of probability and statistics that directly apply to the time series context to obtain a wide range of modelling possibil
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Paul Doukhan
Stochastic Models for Time Series
Mathématiques et Applications Directeurs de la collection: M. Hoffmann et V. Perrier
80
More information about this series at http://www.springer.com/series/2966
MATHÉMATIQUES & APPLICATIONS Comité de Lecture 2012–2016/Editorial Board 2012–2016
Grégoire ALLAIRE CMAP, École Polytechnique, Palaiseau, FR gregoire.allaire@polytechnique.fr
Sylvie MÉLÉARD CMAP, École Polytechnique, Palaisea, FR sylvie.meleard@polytechnique.edu
Michel BENAÏM Inst. Math., Univ. de Neuchâtel, CH michel.benaim@unine.ch
Felix OTTO MPI MIS Leipzig, GE felix.otto@mis.mpg.de
Maïtine BERGOUNIOUX MAPMO, Université d’Orléans, FR maitine.bergounioux@univ-orleans.fr
Valérie PERRIER Lab. Jean-Kunztmann, ENSIMAG, Grenoble, FR valerie.perrier@imag.fr
Thierry COLIN Inst. Math., Université Bordeaux 1, FR colin@math.u-bordeaux1.fr
Philippe ROBERT INRIA Rocquencourt, Le Chesnay, FR philippe.robert@inria.fr
Marie-Christine COSTA UMA, ENSTA, Paris, FR marie-christine.costa@ensta.fr
Pierre ROUCHON Automatique et Systèmes, École Mines, Paris, FR pierre.rouchon@ensmp.fr
Arnaud DEBUSSCHE ENS Cachan, Bruz, FR arnaud.debussche@bretagne.ens-cachan.fr
Bruno SALVY INRIA, LIP - ENS Lyon, FR bruno.salvy@inria.fr
Isabelle GALLAGHER Inst. Math. Jussieu, Univ. Paris 7, FR gallagher@math.jussieu.fr
Annick SARTENAER Dépt. Mathématiques, Univ. Namur, Namur, BE annick.sartenaer@fundp.ac.be
Josselin GARNIER Lab. Proba. et Mod. Aléatoires, Univ. Paris 7, FR garnier@math.univ-paris-diderot.fr
Eric SONNENDRÜCKER MPI für Plasmaphysik, Garching, GE eric.sonnendruecker@ipp.mpg.de
Emmanuel GOBET CMAP, École Polytechnique, Palaiseau, FR emmanuel.gobet@polytechnique.edu
Alain TROUVÉ CMLA, ENS Cachan, FR trouve@cmla.ens-cachan.fr
Raphaèle HERBIN CMI LATP, Université d ’Aix-Marseille, FR raphaele.herbin@latp.univ-mrs.fr
Cédric VILLANI IHP, Paris, FR villani@math.univ-lyon1.fr
Marc HOFFMANN CEREMADE, Université Paris-Dauphine, FR hoffmann@ceremade.dauphine.fr
Enrique ZUAZUA UAM, Madrid, ES enrique.zuazua@uam.es
Claude LE BRIS CERMICS, ENPC, Marne la Vallée, FR lebris@cermics.enpc.fr
Directeurs de la collection M. HOFFMANN et V. PERRIER
Paul Doukhan
Stochastic Models for Time Series
123
Paul Doukhan Laboratory of Mathematics University Cergy-Pontoise Cergy-Pontoise France
ISSN 1154-483X ISSN 2198-3275 (electronic) Mathématiques et Applications ISBN 978-3-319-76937-0 ISBN 978-3-319-76938-7 (eBook) https://doi.org/10.1007/978-3-319-76938-7 Library of Congress Control Number: 2018934882 Mathematics Subject Classification (2010): 60G10, 37M10 © Springer International Publishing AG, part of Springer Nature 2018 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissim
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