Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis

Name: Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis
Brand: Springer Nature
SKU: 9780387988726
Availability: InStock

Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis

Brand

Springer Nature

Manufacturer

N/A

Part Number

GTIN

9780387988726

Condition

New

0 Reviews

0 Questions | 0 Answers

Product Description

"Ninety percent of inspiration is perspiration. " [31] The Wiener approach to nonlinear stochastic systems [146] permits the representation of single-valued systems with memory for which a small per turbation of the input produces a small perturbation of the output. The Wiener functional series representation contains many transfer functions to describe entirely the input-output connections. Although, theoretically, these representations are elegant, in practice it is not feasible to estimate all the finite-order transfer functions (or the kernels) from a finite sam ple. One of the most important classes of stochastic systems, especially from a statistical point of view, is the case when all the transfer functions are determined by finitely many parameters. Therefore, one has to seek a finite-parameter nonlinear model which can adequately represent non linearity in a series. Among the special classes of nonlinear models that have been studied are the bilinear processes, which have found applica tions both in econometrics and control theory; see, for example, Granger and Andersen [43] and Ruberti, et al. [4]. These bilinear processes are de fined to be linear in both input and output only, when either the input or output are fixed. The bilinear model was introduced by Granger and Andersen [43] and Subba Rao [118], [119]. Terdik [126] gave the solution of xii a lower triangular bilinear model in terms of multiple Wiener-It(') integrals and gave a sufficient condition for the second order stationarity. An impor tant.

Available Colors

N/A

Available Sizes

N/A

1 Offer Price Range: $84.99 - $84.99

BEST PRICE

Single Product Purchase

$76.50

@ Link.springer.com with extra coupon Get Coupon & BUY

Price Comparison

Seller	Contact Seller	List Price	On Sale	Shipping	Best Promo	Final Price	Volume Discount	Financing	Availability	Seller's Page
BEST PRICE 1 Product Purchase @ Link.springer.com Rate Seller This functionality is for registered users only. Go to Login/Register		$84.99	$84.99		10% OFF This deals requires coupon Get Code Here your10off @ Link.springer.com Deals Ends 31/08/2025	$76.50		See Site	In stock	Visit Store