LIBROS DEL AUTOR: gyorgy terdik

2 resultados para LIBROS DEL AUTOR: gyorgy terdik

  • Multivariate Statistical Methods
    György Terdik
    This book presents a general method for deriving higher-order statistics of multivariate distributions with simple algorithms that allow for actual calculations. Multivariate nonlinear statistical models require the study of higher-order moments and cumulants. The main tool used for the definitions is the tensor derivative, leading to several useful expressions concerning Hermi...
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    133,24 €

  • Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis
    György Terdik
    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...
    Disponible

    133,94 €