Georg Lindgren, Holger Rootzen, Maria Sandsten

Stationary Stochastic Processes for Scientists and Engineers (eBook, ePUB)

• Format: ePub

Produktbeschreibung

Suitable for a one-semester course, this text teaches students how to use stochastic 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.

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Produktdetails

• Verlag: Taylor & Francis
• Erscheinungstermin: 11. Oktober 2013
• Englisch
• ISBN-13: 9781040079065
• Artikelnr.: 72518883

Autorenporträt

Georg Lindgren, Holger Rootzen, Maria Sandsten

Inhaltsangabe

Stochastic Processes. Stationary Processes. The Poisson Process and Its
Relatives. Spectral Representations. Gaussian Processes. Linear
Filters-General Theory. AR, MA, and ARMA Models. Linear
Filters-Applications. Frequency Analysis and Spectral Estimation.
Appendices. References. Index.