Cyclostationarity: Theory and Methods – IV

Contributions to the 10th Workshop on Cyclostationary Systems and Their Applications, February 2017, Grodek, Poland

Fakher Chaari, Jacek Leskow, Radoslaw Zimroz, Agnieszka Wyłomańska, Anna Dudek (Herausgeber)

Buch | Softcover

VIII, 225 Seiten

2020 | 1st ed. 2020
Springer International Publishing (Verlag)
978-3-030-22531-5 (ISBN)

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This book gathers contributions presented at the 10th Workshop on Cyclostationary Systems and Their Applications, held in Gródek nad Dunajcem, Poland in February 2017. It includes twelve interesting papers covering current topics related to both cyclostationary and general non stationary processes. Moreover, this book, which covers both theoretical and practical issues, offers a practice-oriented guide to the analysis of data sets with non-stationary behavior and a bridge between basic and applied research on nonstationary processes. It provides students, researchers and professionals with a timely guide on cyclostationary systems, nonstationary processes and relevant engineering applications.

Modeling Periodic Autoregressive Time Series with Multiple Periodic Effects.- Subsampling for Heavy Tailed, Non stationary and Weakly Dependent Time Series.- Bootstrapping the Autocovariance of PC Time Series - A Simulation Study.- On Extreme Values in Stationary Weakly Dependent Random Fields.- Subordinated Processes with Infinite Variance.- Ornstein-Uhlenbeck Process Delayed by Gamma Subordinator.- Estimation of the Pointwise Hölder Exponent in Time Series Analysis.- Application of the CIR Model for Spot Short Interest Rates Modelling on the Polish Market.- An Overview of Robust Spectral Estimators.

Erscheinungsdatum	17.08.2020
Reihe/Serie	Applied Condition Monitoring
Zusatzinfo	VIII, 225 p. 94 illus., 48 illus. in color.
Verlagsort	Cham
Sprache	englisch
Maße	155 x 235 mm
Gewicht	367 g
Themenwelt	Technik ► Maschinenbau
Schlagworte	Anomalous Diffusive Processes • autoregressive models • Consistency of Subsampling • Damage Detection in Rotating Machines • Estimation of Hurst Exponent • Extension of Moving Block Bootstrap • Generalized Seasonal Block Bootstrap • interest rate models • Multifractional Brownian Motion • Nonlinear Cointegration Approach • PARMA Models • PAR Models • Periodically Correlated Time Series • resampling techniques • Seasonal Fractional Models • -Stable Levy Motion • _-Stable Levy Motion • State Space Model • Subordinated Process Model • Weakly Dependent Sequences • Workshop on Nonstationary Systems 2017 • α-Stable Levy Motion
ISBN-10	3-030-22531-3 / 3030225313
ISBN-13	978-3-030-22531-5 / 9783030225315
Zustand	Neuware