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Stationary stochastic processes for scientists and engineers /

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Bibliographic Details
Main Authors: Lindgren, Georg, 1940- (Author), Rootzen, Holger (Author), Sandsten, Maria (Author)
Corporate Authors: Taylor & Francis, Taylor and Francis
Format: eBook
Language:English
Published: Boca Raton, FL : Chapman and Hall/CRC, an imprint of Taylor and Francis, 2013.
Edition:First edition.
Subjects:
Stationary processes.
Stochastic analysis.
MATHEMATICS / Applied.
MATHEMATICS / Probability & Statistics / Bayesian Analysis.
MATHEMATICS / Probability & Statistics / General.
Electronic books.
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • chapter 1 Stochastic processes
  • chapter 2 Stationary processes
  • chapter 3 The Poisson process and its relatives
  • chapter 4 Spectral representations
  • chapter 5 Gaussian processes
  • chapter 6 Linear filters - general theory
  • chapter 7 AR-, MA-, and ARMA-models
  • chapter 8 Linear filters - applications
  • chapter 9 Frequency analysis and spectral estimation.