Modeling Periodic Autoregressive Time Series with Multiple Periodic Effects -- Subsampling for Heavy Tailed, Non stationary and Weakly Dependent Time Series -- Bootstrapping the Autocovariance of PC Time Series -- A Simulation Study -- On Extreme Values in Stationary Weakly Dependent Random Fields -- Subordinated Processes with Infinite Variance -- Ornstein-Uhlenbeck Process Delayed by Gamma Subordinator -- Estimation of the Pointwise Hölder Exponent in Time Series Analysis -- Application of the CIR Model for Spot Short Interest Rates Modelling on the Polish Market -- An Overview of Robust Spectral Estimators.
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SUMMARY OR ABSTRACT
Text of Note
This book gathers contributions presented at the 10th Workshop on Cyclostationary Systems and Their Applications, held in Gródek nad Dunajcem, Poland in February 2017. It includes twelve interesting papers covering current topics related to both cyclostationary and general non stationary processes. Moreover, this book, which covers both theoretical and practical issues, offers a practice-oriented guide to the analysis of data sets with non-stationary behavior and a bridge between basic and applied research on nonstationary processes. It provides students, researchers and professionals with a timely guide on cyclostationary systems, nonstationary processes and relevant engineering applications.
ACQUISITION INFORMATION NOTE
Source for Acquisition/Subscription Address
Springer Nature
Stock Number
com.springer.onix.9783030225292
TOPICAL NAME USED AS SUBJECT
Cyclostationary waves, Congresses.
Signal processing-- Digital techniques-- Mathematics, Congresses.
Cyclostationary waves.
Signal processing-- Digital techniques-- Mathematics.
DEWEY DECIMAL CLASSIFICATION
Number
621
.
8
Edition
23
LIBRARY OF CONGRESS CLASSIFICATION
Class number
TK5102
.
9
Book number
.
W67
2020eb
PERSONAL NAME - ALTERNATIVE RESPONSIBILITY
Chaari, Fakher
Dudek, Anna
Leskow, Jacek
Wyłomańska, Agnieszka
Zimroz, Radosław
CORPORATE BODY NAME - PRIMARY RESPONSIBILITY
Workshop on Cyclostationary Systems and Their Applications(10th :2017 :, Grudki, Poland)