Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis : a Frequency Domain Approach /

The object of the present work is a systematic statistical analysis of bilinear processes in the frequency domain. 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-...

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Bibliographic Details

Main Author:	Terdik, György
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	New York, NY : Springer New York, 1999.
Series:	Lecture notes in statistics (Springer-Verlag) ; 142.
Subjects:	Statistics. Electronic books.
Online Access:	Connect to the full text of this electronic book