Fakher Chaari & Jacek Leskow 
Cyclostationarity: Theory and Methods III [PDF ebook] 
Contributions to the 9th Workshop on Cyclostationary Systems and Their Applications, Grodek, Poland, 2016

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This book gathers contributions presented at the 9th Workshop on Cyclostationary Systems and Their Applications, held in Gródek nad Dunajcem, Poland in February 2016. It includes both theory-oriented and practice-oriented chapters. The former focus on heavy-tailed time series and processes, PAR models, rational spectra for PARMA processes, covariance invariant analysis, change point problems, and subsampling for time series, as well as the fraction-of-time approach, GARMA models...

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From the content: Weak Dependence: An Introduction Through Asymmetric ARCH Models.- Subsampling for Non‐Stationary Time Series With Long Memory and Heavy Tails Using Weak Depe...

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语言 英语 ● 格式 PDF ● 网页 257 ● ISBN 9783319514451 ● 文件大小 11.8 MB ● 编辑 Fakher Chaari & Jacek Leskow ● 出版者 Springer International Publishing ● 市 Cham ● 国家 CH ● 发布时间 2017 ● 下载 24 个月 ● 货币 EUR ● ID 5074459 ● 复制保护 社会DRM

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