Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis
György Terdik · 1999
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"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.
Book details
- Year
- 1999
- Language
- English
- Publisher
- Springer
- Editions
- 4
- Pages
- 260
- ISBN
- 9780387988726
Data source: Wikidata