Introduction to Bispectral Analysis and Bilinear Time Series Models

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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...
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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...
Read more
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  • Formats: pdf
  • ISBN: 9781468463187
  • Publication Date: 6 Dec 2012
  • Publisher: Springer New York
  • Product language: English
  • Drm Setting: DRM