Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis

Released on by György Terdik
preview-18

  • Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis Book Detail

  • Author : György Terdik
  • Release Date : 2012-12-06
  • Publisher : Springer Science & Business Media
  • Genre : Mathematics
  • Pages : 275
  • ISBN 13 : 1461215528
  • File Size : 20,20 MB
DOWNLOAD BOOK

Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis by György Terdik PDF Summary

Book Description: The object of the present work is a systematic statistical analysis of bilinear processes in the frequency domain. The first two chapters are devoted to the basic theory of nonlinear functions of stationary Gaussian processes, Hermite polynomials, cumulants and higher order spectra, multiple Wiener-Itô integrals and finally chaotic Wiener-Itô spectral representation of subordinated processes. There are two chapters for general nonlinear time series problems.

Disclaimer: www.yourbookbest.com does not own Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis books pdf, neither created or scanned. We just provide the link that is already available on the internet, public domain and in Google Drive. If any way it violates the law or has any issues, then kindly mail us via contact us page to request the removal of the link.

Nonlinear Time Series

Nonlinear Time Series

File Size : 90,90 MB
Total View : 5355 Views
DOWNLOAD

This is the first book that integrates useful parametric and nonparametric techniques with time series modeling and prediction, the two important goals of time