Name: an introduction to bispectral analysis and bilinear time series models
Price: 99.76 EUR
Availability: InStock
Author: Rao, T. S. ; Gabr, M. M.
ISBN: 9780387960395

portada an introduction to bispectral analysis and bilinear time series models

an introduction to bispectral analysis and bilinear time series models

Type

Physical Book

Author

T. S. Rao

M. M. Gabr

Publisher

Springer

Year

1984

Language

English

Pages

280

Format

Paperback

Dimensions

24.4 x 17.0 x 1.5 cm

Weight

0.47 kg.

ISBN

0387960392

ISBN13

9780387960395

Synopsis "an introduction to bispectral analysis and bilinear time series models"

The theory of time series models has been well developed over the last thirt, y years. Both the frequenc.y domain and time domain approaches have been widely used in the analysis of linear time series models. However. many physical phenomena cannot be adequately represented by linear models; hence the necessity of nonlinear models and higher order spectra. Recently a number of nonlinear models have been proposed. In this monograph we restrict attention to one particular nonlinear model. known as the "bilinear model". The most interesting feature of such a model is that its second order covariance analysis is ve similar to that for a linear model. This demonstrates the importance of higher order covariance analysis for nonlinear models. For bilinear models it is also possible to obtain analytic expressions for covariances. spectra. etc. which are often difficult to obtain for other proposed nonlinear models. Estimation of bispectrum and its use in the construction of tests for linearit, y and symmetry are also discussed. All the methods are illustrated with simulated and real data. The first author would like to acknowledge the benefit he received in the preparation of this monograph from delivering a series of lectures on the topic of bilinear models at the University of Bielefeld. Ecole Normale Superieure. University of Paris (South) and the Mathematisch Cen trum. Ams terdam.

Customers reviews

Have you read this book? Login to add your review.

More customer reviews

0% (0)
0% (0)
0% (0)
0% (0)
0% (0)

Questions and Answers about the Book

Do you have a question about the book? Login to be able to add your own question.

Opinions about Bookdelivery

More customer reviews

an introduction to bispectral analysis and bilinear time series models - Rao, T. S. ; Gabr, M. M.

Synopsis "an introduction to bispectral analysis and bilinear time series models"

Customers reviews

Frequently Asked Questions about the Book

Is the book original?

In what language is the book written?

What is the format of this book?

Questions and Answers about the Book

Opinions about Bookdelivery