Cyclostationarity: Theory and Methods III
-15%
portes grátis
Cyclostationarity: Theory and Methods III
Contributions to the 9th Workshop on Cyclostationary Systems and Their Applications, Grodek, Poland, 2016
Napolitano, Antonio; Leskow, Jacek; Wylomanska, Agnieszka; Chaari, Fakher; Zimroz, Radoslaw
Springer International Publishing AG
02/2017
257
Dura
Inglês
9783319514444
15 a 20 dias
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 and weak dependence.
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 Dependence Condition.- Change-Point Problem in the Fraction of Time Approach.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
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 and weak dependence.
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 Dependence Condition.- Change-Point Problem in the Fraction of Time Approach.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
