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- catalog abstract "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-Itô integrals and finally chaotic Wiener-Itô spectral representation of subordinated processes. There are two chapters for general nonlinear time series problems.".
- catalog contributor b11342055.
- catalog created "1999.".
- catalog date "1999".
- catalog date "1999.".
- catalog dateCopyrighted "1999.".
- catalog description "Foundations -- Multiple Wiener-Itô Integral -- Stationary Bilinear Models -- NonGaussian Estimation -- Linearity Test.".
- catalog description "Includes bibliographical references and index.".
- catalog description "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-Itô integrals and finally chaotic Wiener-Itô spectral representation of subordinated processes. There are two chapters for general nonlinear time series problems.".
- catalog extent "xx, 260 p. :".
- catalog identifier "0387988726 (softcover)".
- catalog isPartOf "Lecture notes in statistics (Springer-Verlag) ; v. 142.".
- catalog isPartOf "Lecture notes in statistics ; 142".
- catalog issued "1999".
- catalog issued "1999.".
- catalog language "eng".
- catalog publisher "New York : Springer,".
- catalog subject "519.5/5 21".
- catalog subject "Nonlinear theories.".
- catalog subject "QA280 .T44 1999".
- catalog subject "Statistics.".
- catalog subject "Time-series analysis.".
- catalog tableOfContents "Foundations -- Multiple Wiener-Itô Integral -- Stationary Bilinear Models -- NonGaussian Estimation -- Linearity Test.".
- catalog title "Bilinear stochastic models and related problems of nonlinear time series analysis : a frequency domain approach / György Terdik.".
- catalog type "text".