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Cyclostationarity: Theory and Methods – IV

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Cover of 'Cyclostationarity: Theory and Methods – IV'

Table of Contents

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    Book Overview
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    Chapter 1 Modeling Periodic Autoregressive Time Series with Multiple Periodic Effects
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    Chapter 2 Subsampling for Heavy Tailed, Nonstationary and Weakly Dependent Time Series
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    Chapter 3 Bootstrapping the Autocovariance of PC Time Series - A Simulation Study
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    Chapter 4 The Coherent and Component Estimation of Covariance Invariants for Vectorial Periodically Correlated Random Processes and Its Application
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    Chapter 5 On Extreme Values in Stationary Weakly Dependent Random Fields
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    Chapter 6 Subordinated Processes with Infinite Variance
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    Chapter 7 Influence of Signal to Noise Ratio on the Effectiveness of Cointegration Analysis for Vibration Signal
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    Chapter 8 Ornstein-Uhlenbeck Process Delayed by Gamma Subordinator
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    Chapter 9 Combination of Kolmogorov-Smirnov Statistic and Time-Frequency Representation for P-Wave Arrival Detection in Seismic Signal
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    Chapter 10 Estimation of the Pointwise Hölder Exponent in Time Series Analysis
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    Chapter 11 Application of the CIR Model for Spot Short Interest Rates Modelling on the Polish Market
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    Chapter 12 An Overview of Robust Spectral Estimators
Attention for Chapter 8: Ornstein-Uhlenbeck Process Delayed by Gamma Subordinator
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Chapter title
Ornstein-Uhlenbeck Process Delayed by Gamma Subordinator
Chapter number 8
Book title
Cyclostationarity: Theory and Methods – IV
Published by
Springer, Cham, February 2017
DOI 10.1007/978-3-030-22529-2_8
Book ISBNs
978-3-03-022528-5, 978-3-03-022529-2
Authors

Paula Poczynek, Piotr Kruczek, Agnieszka Wyłomańska

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