{"product_id":"9780387988726","title":"Lecture Notes in Statistics: A Frequency Domain Approach","description":"\u003ch1\u003eLecture Notes in Statistics: A Frequency Domain Approach\u003c\/h1\u003e \u003ch2\u003eTerdik, György\u003c\/h2\u003e \u003cp\u003e\"Ninety percent of inspiration is perspiration. \" [31] The Wiener approach to nonlinear stochastic systems [146] permits the representation of single-valued systems with memory for which a small per­ turbation of the input produces a small perturbation of the output. The Wiener functional series representation contains many transfer functions to describe entirely the input-output connections. Although, theoretically, these representations are elegant, in practice it is not feasible to estimate all the finite-order transfer functions (or the kernels) from a finite sam­ ple. One of the most important classes of stochastic systems, especially from a statistical point of view, is the case when all the transfer functions are determined by finitely many parameters. Therefore, one has to seek a finite-parameter nonlinear model which can adequately represent non­ linearity in a series. Among the special classes of nonlinear models that have been studied are the bilinear processes, which have found applica­ tions both in econometrics and control theory; see, for example, Granger and Andersen [43] and Ruberti, et al. [4]. These bilinear processes are de­ fined to be linear in both input and output only, when either the input or output are fixed. The bilinear model was introduced by Granger and Andersen [43] and Subba Rao [118], [119]. Terdik [126] gave the solution of xii a lower triangular bilinear model in terms of multiple Wiener-It(') integrals and gave a sufficient condition for the second order stationarity. An impor­ tant.\u003c\/p\u003e \u003ch3\u003eDetails\u003c\/h3\u003e \u003cp\u003ePublished by: Springer\u003c\/p\u003e \u003cp\u003ePublication Date: 1999-07-30\u003c\/p\u003e \u003cp\u003eFormat: Paperback\u003c\/p\u003e \u003cp\u003eISBN-13: 9780387988726\u003c\/p\u003e \u003cp\u003eDOI: 10.1007\/978-1-4612-1552-3\u003c\/p\u003e \u003cp\u003eDimensions: 235cm x155cm\u003c\/p\u003e \u003cp\u003ePages: 270\u003c\/p\u003e ","brand":"Springer New York","offers":[{"title":"Default Title","offer_id":44359129989260,"sku":"9780387988726","price":98.99,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9780387988726.jpg?v=1775730225","url":"https:\/\/lateknightbooks.com\/products\/9780387988726","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}