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 [email protected]
Sylvie MÉLÉARD CMAP, École Polytechnique, Palaisea, FR [email protected]
Michel BENAÏM Inst. Math., Univ. de Neuchâtel, CH [email protected]
Felix OTTO MPI MIS Leipzig, GE [email protected]
Maïtine BERGOUNIOUX MAPMO, Université d’Orléans, FR [email protected]
Valérie PERRIER Lab. Jean-Kunztmann, ENSIMAG, Grenoble, FR [email protected]
Thierry COLIN Inst. Math., Université Bordeaux 1, FR [email protected]
Philippe ROBERT INRIA Rocquencourt, Le Chesnay, FR [email protected]
Marie-Christine COSTA UMA, ENSTA, Paris, FR [email protected]
Pierre ROUCHON Automatique et Systèmes, École Mines, Paris, FR [email protected]
Arnaud DEBUSSCHE ENS Cachan, Bruz, FR [email protected]
Bruno SALVY INRIA, LIP - ENS Lyon, FR [email protected]
Isabelle GALLAGHER Inst. Math. Jussieu, Univ. Paris 7, FR [email protected]
Annick SARTENAER Dépt. Mathématiques, Univ. Namur, Namur, BE [email protected]
Josselin GARNIER Lab. Proba. et Mod. Aléatoires, Univ. Paris 7, FR [email protected]
Eric SONNENDRÜCKER MPI für Plasmaphysik, Garching, GE [email protected]
Emmanuel GOBET CMAP, École Polytechnique, Palaiseau, FR [email protected]
Alain TROUVÉ CMLA, ENS Cachan, FR [email protected]
Raphaèle HERBIN CMI LATP, Université d ’Aix-Marseille, FR [email protected]
Cédric VILLANI IHP, Paris, FR [email protected]
Marc HOFFMANN CEREMADE, Université Paris-Dauphine, FR [email protected]
Enrique ZUAZUA UAM, Madrid, ES [email protected]
Claude LE BRIS CERMICS, ENPC, Marne la Vallée, FR [email protected]
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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