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Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis - A Frequency Domain Approach (Paperback, Softcover reprint of the original 1st ed. 1999) Loot Price: R2,871
Discovery Miles 28 710
Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis - A Frequency Domain Approach (Paperback,...

Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis - A Frequency Domain Approach (Paperback, Softcover reprint of the original 1st ed. 1999)

Gyoergy Terdik

Series: Lecture Notes in Statistics, 142

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Loot Price R2,871 Discovery Miles 28 710 | Repayment Terms: R269 pm x 12*

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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-Ito integrals and finally chaotic Wiener-Ito spectral representation of subordinated processes. There are two chapters for general nonlinear time series problems."

General

Imprint: Springer-Verlag New York
Country of origin: United States
Series: Lecture Notes in Statistics, 142
Release date: 2001
First published: 1999
Authors: Gyoergy Terdik
Dimensions: 235 x 155 x 15mm (L x W x T)
Format: Paperback
Pages: 270
Edition: Softcover reprint of the original 1st ed. 1999
ISBN-13: 978-0-387-98872-6
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
Books > Science & Mathematics > Mathematics > Number theory > General
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LSN: 0-387-98872-6
Barcode: 9780387988726

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