Stationary Stochastic Models: An Introduction

Released on by Riccardo Gatto
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  • Stationary Stochastic Models: An Introduction Book Detail

  • Author : Riccardo Gatto
  • Release Date : 2022-06-23
  • Publisher : World Scientific
  • Genre : Mathematics
  • Pages : 415
  • ISBN 13 : 9811251851
  • File Size : 13,13 MB
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Stationary Stochastic Models: An Introduction by Riccardo Gatto PDF Summary

Book Description: This volume provides a unified mathematical introduction to stationary time series models and to continuous time stationary stochastic processes. The analysis of these stationary models is carried out in time domain and in frequency domain. It begins with a practical discussion on stationarity, by which practical methods for obtaining stationary data are described. The presented topics are illustrated by numerous examples. Readers will find the following covered in a comprehensive manner:At the end, some selected topics such as stationary random fields, simulation of Gaussian stationary processes, time series for planar directions, large deviations approximations and results of information theory are presented. A detailed appendix containing complementary materials will assist the reader with many technical aspects of the book.

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