Contributions to the 10th Workshop on Cyclostationary Systems and Their Applications, February 2017, Grodek, Poland
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Köp båda 2 för 2658 krModeling 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 Hlder 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.