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Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis: A Frequency Domain Approach
Gyorgy Terdik
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Description for Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis: A Frequency Domain Approach
paperback. This book should be of interest to statistical researchers working in the area of time series. Series: Lecture Notes in Statistics. Num Pages: 285 pages, 25 black & white illustrations, biography. BIC Classification: PBH; PBT. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 235 x 155 x 15. Weight in Grams: 444.
"Ninety percent of inspiration is perspiration. " [31] The Wiener approach to nonlinear stochastic systems [146] permits the representation of single-valued systems with memory for which a small per turbation of the input produces a small perturbation of the output. The Wiener functional series representation contains many transfer functions to describe entirely the input-output connections. Although, theoretically, these representations are elegant, in practice it is not feasible to estimate all the finite-order transfer functions (or the kernels) from a finite sam ple. One of the most important classes of stochastic systems, especially from a statistical point of view, is the ... Read more
"Ninety percent of inspiration is perspiration. " [31] The Wiener approach to nonlinear stochastic systems [146] permits the representation of single-valued systems with memory for which a small per turbation of the input produces a small perturbation of the output. The Wiener functional series representation contains many transfer functions to describe entirely the input-output connections. Although, theoretically, these representations are elegant, in practice it is not feasible to estimate all the finite-order transfer functions (or the kernels) from a finite sam ple. One of the most important classes of stochastic systems, especially from a statistical point of view, is the ... Read more
Product Details
Format
Paperback
Publication date
1999
Publisher
Springer United States
Number of pages
285
Condition
New
Series
Lecture Notes in Statistics
Number of Pages
270
Place of Publication
New York, NY, United States
ISBN
9780387988726
SKU
V9780387988726
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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