Articles liés à Stationary Stochastic Models: An Introduction

Stationary Stochastic Models: An Introduction - Couverture rigide

Livre 4 sur 4: World Scientific Series on Probability Theory and Its Applications

Gatto, Riccardo

 
9789811251832: Stationary Stochastic Models: An Introduction
Couverture rigide
ISBN 10 : 9811251835 ISBN 13 : 9789811251832
Editeur : WSPC, 2022

Synopsis

This volume provides a unified mathematical introduction to stationary time series models and to continuous time stationary stochastic processes. The analysis of these stationary models is carried out in time domain and in frequency domain. It begins with a practical discussion on stationarity, by which practical methods for obtaining stationary data are described. The presented topics are illustrated by numerous examples. Readers will find the following covered in a comprehensive manner: At the end, some selected topics such as stationary random fields, simulation of Gaussian stationary processes, time series for planar directions, large deviations approximations and results of information theory are presented. A detailed appendix containing complementary materials will assist the reader with many technical aspects of the book.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
WSPC
Date d'édition
2022
Langue
anglais
ISBN 10 
9811251835
ISBN 13 
9789811251832
Reliure
Relié
Nombre de pages
416
Coordonnées du fabricant
non disponible
Personne responsable
gpsr@libri.de
gpsr@libri.de

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