Time Series Analysis and Applications to Geophysical Systems : Part I /
Part of a two volume set based on a recent IMA program of the same name. The goal of the program and these books is to develop a community of statistical and other scientists kept up-to-date on developments in this quickly evolving and interdisciplinary field. Consequently, these books present recen...
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| Format: | eBook |
| Language: | English |
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New York, NY :
Springer New York,
1992.
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| Series: | IMA volumes in mathematics and its applications ;
45. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Summary: | Part of a two volume set based on a recent IMA program of the same name. The goal of the program and these books is to develop a community of statistical and other scientists kept up-to-date on developments in this quickly evolving and interdisciplinary field. Consequently, these books present recent material by distinguished researchers. Topics discussed in Part I include nonlinear and non- Gaussian models and processes (higher order moments and spectra, nonlinear systems, applications in astronomy, geophysics, engineering, and simulation) and the interaction of time series analysis and statistics (information model identification, categorical valued time series, nonparametric and semiparametric methods). Self-similar processes and long-range dependence (time series with long memory, fractals, 1/f noise, stable noise) and time series research common to engineers and economists (modeling of multivariate and possibly non-stationary time series, state space and adaptive methods) are discussed in Part II. |
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| Item Description: | Electronic resource. |
| Physical Description: | 1 online resource (xviii, 389 pages 55 illustrations) |
| ISBN: | 9781461229629 (electronic bk.) 1461229626 (electronic bk.) |
| ISSN: | 0940-6573 ; |