Cyclostationarity: Theory and Methods - IV (inbunden)
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Format
Inbunden (Hardback)
Språk
Engelska
Antal sidor
225
Utgivningsdatum
2019-08-01
Upplaga
1st ed. 2020
Förlag
Springer Nature Switzerland AG
Medarbetare
Leskow, Jacek / Zimroz, Radoslaw
Illustrationer
48 Illustrations, color; 46 Illustrations, black and white; VIII, 225 p. 94 illus., 48 illus. in col
Dimensioner
234 x 156 x 14 mm
Vikt
508 g
Antal komponenter
1
Komponenter
1 Hardback
ISBN
9783030225285

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Cyclostationarity: Theory and Methods - IV (inbunden)

Cyclostationarity: Theory and Methods - IV

Contributions to the 10th Workshop on Cyclostationary Systems and Their Applications, February 2017, Grodek, Poland

av Fakher Chaari, Jacek Leskow, Radoslaw Zimroz, Agnieszka Wylomanska, Anna Dudek
Inbunden Engelska, 2019-08-01
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This book gathers contributions presented at the 10th Workshop on Cyclostationary Systems and Their Applications, held in Grodek nad Dunajcem, Poland in February 2017. It includes twelve interesting papers covering current topics related to both cyclostationary and general non stationary processes. Moreover, this book, which covers both theoretical and practical issues, offers a practice-oriented guide to the analysis of data sets with non-stationary behavior and a bridge between basic and applied research on nonstationary processes. It provides students, researchers and professionals with a timely guide on cyclostationary systems, nonstationary processes and relevant engineering applications.
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Fakher Chaari, Jacek Leskow, Radoslaw Zimroz, Agnieszka Wylomanska, Anna Dudek

Innehållsförteckning

Modeling Periodic Autoregressive Time Series with Multiple Periodic Effects.- Subsampling for Heavy Tailed, Non stationary and Weakly Dependent Time Series.- Bootstrapping the Autocovariance of PC Time Series - A Simulation Study.- On Extreme Values in Stationary Weakly Dependent Random Fields.- Subordinated Processes with Infinite Variance.- Ornstein-Uhlenbeck Process Delayed by Gamma Subordinator.- Estimation of the Pointwise Hoelder Exponent in Time Series Analysis.- Application of the CIR Model for Spot Short Interest Rates Modelling on the Polish Market.- An Overview of Robust Spectral Estimators.