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Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis: A Frequency Domain Approach - Lecture Notes in Statistics Gyoergy Terdik Softcover reprint of the original 1st ed. 1999 edition
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Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis: A Frequency Domain Approach - Lecture Notes in Statistics
Gyoergy Terdik
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-Ito integrals and finally chaotic Wiener-Ito spectral representation of subordinated processes.
270 pages, 25 black & white illustrations, biography
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 30 de julio de 1999 |
| ISBN13 | 9780387988726 |
| Editores | Springer-Verlag New York Inc. |
| Páginas | 270 |
| Dimensiones | 155 × 235 × 15 mm · 408 g |
| Lengua | Inglés |
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