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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
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
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | July 30, 1999 |
| ISBN13 | 9780387988726 |
| Publishers | Springer-Verlag New York Inc. |
| Pages | 270 |
| Dimensions | 155 × 235 × 15 mm · 408 g |
| Language | English |