Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis

Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis
Author: György Terdik
Publisher: Springer Science & Business Media
Total Pages: 275
Release: 2012-12-06
Genre: Mathematics
ISBN: 1461215528
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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-Itô integrals and finally chaotic Wiener-Itô spectral representation of subordinated processes. There are two chapters for general nonlinear time series problems.


Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis
Language: en
Pages: 275

Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis

Authors: György Terdik
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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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 bas
Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis
Language: en
Pages: 284

Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis

Authors: Gyorgy Terdik
Categories:
Type: BOOK - Published: 1999-07-30 - Publisher:

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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 bas
Non-Linear Time Series
Language: en
Pages: 255

Non-Linear Time Series

Authors: Kamil Feridun Turkman
Categories: Mathematics
Type: BOOK - Published: 2014-09-29 - Publisher: Springer

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This book offers a useful combination of probabilistic and statistical tools for analyzing nonlinear time series. Key features of the book include a study of th
Stochastic Processes: Modeling and Simulation
Language: en
Pages: 1028

Stochastic Processes: Modeling and Simulation

Authors: D N Shanbhag
Categories: Mathematics
Type: BOOK - Published: 2003-02-24 - Publisher: Gulf Professional Publishing

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This sequel to volume 19 of Handbook on Statistics on Stochastic Processes: Modelling and Simulation is concerned mainly with the theme of reviewing and, in som
Nonlinear Time Series
Language: en
Pages: 565

Nonlinear Time Series

Authors: Jianqing Fan
Categories: Mathematics
Type: BOOK - Published: 2008-09-11 - Publisher: Springer Science & Business Media

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