Cyclostationarity: Theory and Methods III : Contributions to the 9th Workshop on Cyclostationary Systems and Their Applications, Grodek, Poland, 2016 /
This book gathers contributions presented at the 9th Workshop on Cyclostationary Systems and Their Applications, held in Gr dek nad Dunajcem, Poland in February 2016. It includes both theory-oriented and practice-oriented chapters. The former focus on heavy-tailed time series and processes, PAR mode...
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Corporate Authors: | |
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Group Author: | ; ; ; ; |
Published: |
Springer International Publishing : Imprint: Springer,
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Publisher Address: | Cham : |
Publication Dates: | 2017. |
Literature type: | eBook |
Language: | English |
Series: |
Applied Condition Monitoring,
6 |
Subjects: | |
Online Access: |
http://dx.doi.org/10.1007/978-3-319-51445-1 |
Summary: |
This book gathers contributions presented at the 9th Workshop on Cyclostationary Systems and Their Applications, held in Gr dek nad Dunajcem, Poland in February 2016. It includes both theory-oriented and practice-oriented chapters. 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. In turn, the latter report on case studies of various mechanical systems, and on stochastic a |
Carrier Form: | 1 online resource (VIII, 257 pages) : illustrations. |
ISBN: | 9783319514451 |
Index Number: | TA213 |
CLC: | TH11 |
Contents: | 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. |