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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Bibliographic Details
Corporate Authors: SpringerLink Online service
Group Author: Chaari, Fakher; Leskow, Jacek; Napolitano, Antonio; Zimroz, Radoslaw; Wylomanska, Agnieszka
Published: Springer International Publishing : Imprint: Springer,
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.