Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis

A Frequency Domain Approach

Bilinear Stochastic Models and Related Proble ...
György Terdik, György Terdik
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February 27, 2022 | History

Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis

A Frequency Domain Approach

"The first part of this work presents the basic theory of nonlinear functions of stationary Gaussian processes, Hermite polynomials, cumulants, higher order spectra, and multiple Wiener - Ito integrals." "The main results concern bilinear processes with Gaussian white noise input, and employ the technique of chaotic representation. Three classes of bilinear processes are considered, the simple bilinear model, the general bilinear model with scalar value, and the multiple bilinear model.".

"The book should prove valuable to students interested in nonlinear time series analysis and applications, to research workers is nonlinear stochastic analysis, and to people interested in practical data analysis."--BOOK JACKET.

Publish Date
Language
English

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Previews available in: English

Book Details


Classifications

Library of Congress
T57-57.97

The Physical Object

Pagination
xv, 270

Edition Identifiers

Open Library
OL37233025M
ISBN 13
9781461215523

Work Identifiers

Work ID
OL9200593W

Source records

Better World Books record

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February 27, 2022 Created by ImportBot Imported from Better World Books record