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Stationary Stochastic Models: An Introduction - World Scientific Series on Probability Theory and Its Applications Gatto, Riccardo (University Of Bern, Switzerland)
Stationary Stochastic Models: An Introduction - World Scientific Series on Probability Theory and Its Applications
Gatto, Riccardo (University Of Bern, Switzerland)
This volume provides a unified mathematical introduction to stationary time series models and to continuous time stationary stochastic processes. The analysis of these stationary models is carried out in time domain and in frequency domain. It begins with a practical discussion on stationarity, by which practical methods for obtaining stationary data are described. The presented topics are illustrated by numerous examples. Readers will find the following covered in a comprehensive manner: At the end, some selected topics such as stationary random fields, simulation of Gaussian stationary processes and results of information theory are presented. A detailed appendix containing complementary materials will assist the reader with many technical aspects of the book.
360 pages
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | July 22, 2022 |
| ISBN13 | 9789811251832 |
| Publishers | World Scientific Publishing Co Pte Ltd |
| Pages | 416 |
| Dimensions | 236 × 159 × 29 mm · 742 g |
| Language | English |