Titlebook: Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis; A Frequency Domain A Gy?rgy Terdik Book 1999 Springer Sc

Radiofrequency

書目名稱Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis影響因子(影響力)




書目名稱Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis影響因子(影響力)學(xué)科排名




書目名稱Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis網(wǎng)絡(luò)公開度




書目名稱Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis網(wǎng)絡(luò)公開度學(xué)科排名




書目名稱Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis被引頻次




書目名稱Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis被引頻次學(xué)科排名




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書目名稱Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis年度引用學(xué)科排名




書目名稱Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis讀者反饋




書目名稱Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis讀者反饋學(xué)科排名

恩惠

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Book 1999 special classes of nonlinear models that have been studied are the bilinear processes, which have found applica- tions both in econometrics and control theory; see, for example, Granger and Andersen [43] and Ruberti, et al. [4]. These bilinear processes are de- fined to be linear in both input and

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https://doi.org/10.1007/1-4020-5256-1al representation of stationary random processes. Two particular cases are studied in detail. One is the closest possible process to the Gaussian stationary processes which has only first, i.e., Gaussian and second order multiple terms. The second is an appropriate function of a Gaussian stationary

Kinetic

https://doi.org/10.1007/1-4020-5256-1squares procedure. The idea of Gaussian estimation in the second order case goes back essentially to the method suggested by Whittle [144]. The properties of such types of estimates are studied by Rice [106], using the asymptotic properties of the spectral estimators due to Brillinger and Rosenblatt

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魅力

Some Applications,We have used the linearity test for real data. The linear residual process was calculated by fitting an . model using the . method. The order . of the autoregression was determined by . criteria.

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Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis978-1-4612-1552-3Series ISSN 0930-0325 Series E-ISSN 2197-7186