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Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis

Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis

György Terdik

133,94 €
IVA incluido
Disponible
Editorial:
Springer Nature B.V.
Año de edición:
1999
Materia
Medicina: cuestiones generales
ISBN:
9780387988726
133,94 €
IVA incluido
Disponible

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Sobre IBD

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.

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