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An Introduction to Bispectral Analysis and Bilinear Time Series Models
Tallenna

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. 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.
Kirjailija
T.S. Rao, M.M. Gabr
Painos
Softcover reprint of the original 1st ed. 1984
ISBN
9780387960395
Kieli
englanti
Paino
310 grammaa
Julkaisupäivä
5.9.1984
Sivumäärä
280