Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis
Download or Read eBook Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis PDF written by György Terdik and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 275 pages. Available in PDF, EPUB and Kindle.
| Author | : György Terdik |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 275 |
| Release | : 2012-12-06 |
| ISBN-10 | : 9781461215523 |
| ISBN-13 | : 1461215528 |
| Rating | : 4/5 (23 Downloads) |
Book Synopsis Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis by : György Terdik
Book excerpt: 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.
