Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis
A Frequency Domain Approach
by György Terdik
"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.
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Previews available in: English
| Edition | Availability |
|---|---|
1
Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis: A Frequency Domain Approach
2012, Springer London, Limited
in English
1461215528 9781461215523
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2
Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis: A Frequency Domain Approach
July 30, 1999, Springer
Paperback
in English
- 1 edition
0387988726 9780387988726
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3
Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis
1999, Island Press
in English
1461215536 9781461215530
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Book Details
First Sentence
"There are several ways to approach Hermite polynomial systems, cumulants and their relationship."
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