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Stationary stochastic processes for scientists and engineers

Georg Lindgren ; Holger Rootzén (Institutionen för matematiska vetenskaper, matematisk statistik) ; Maria Sandsten
Boca Raton, Fl : CRC Press, 2014. ISBN: 978-1-4665-8618-5.- 314 s.

Stochastic processes are indispensable tools for development and research in signal and image processing, automatic control, oceanography, structural reliability, environmetrics, climatology, econometrics, and many other areas of science and engineering. Suitable for a one-semester course, Stationary Stochastic Processes for Scientists and Engineers teaches students how to use these processes efficiently. Carefully balancing mathematical rigor and ease of exposition, the book provides students with a sufficient understanding of the theory and a practical appreciation of how it is used in real-life situations. Special emphasis is on the interpretation of various statistical models and concepts as well as the types of questions statistical analysis can answer.

Nyckelord: covariance function, spectral density, ARMA and Garch models, linear filter, Kalman filter, Wiener filter

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Denna post skapades 2016-12-09.
CPL Pubid: 245985


Institutioner (Chalmers)

Institutionen för matematiska vetenskaper, matematisk statistik (2005-2016)


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