Stationary Stochastic Models: An Introduction
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A01=Riccardo Gatto
Author_Riccardo Gatto
Autocovariance Function
Autoregressive Time Series
Category=PBT
Differential Equation Driven by Stationary Process
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
Fourier Series
Fourier Transform
Gaussian Processes
Linear Filters
Moving Average Time Series
Ornstein-Uhlenbeck Process
OrnsteinAcAEURA"Uhlenbeck Process
Ornstein–Uhlenbeck Process
Prediction with Stationary Time Series
Selfsimilarity
Shot Noise Process
Simulation of Stationary Processes
Spectral Decomposition of Stationary Process
Spectral Distribution
Stationarity
Time Series
White Noise
Wiener Process
Product details
- ISBN 9789811251832
- Publication Date: 22 Jul 2022
- Publisher: World Scientific Publishing Co Pte Ltd
- Publication City/Country: SG
- Product Form: Hardback
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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.
