Cyclostationarity: Theory and Methods - IV - Contributions to the 10th Workshop on Cyclostationary Systems and Their Applications, February 2017, Grodek, Poland

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.

List of contents

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.

Summary

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.

Product details

• Assisted by: Fakher Chaari (Editor), Anna Dudek (Editor), Jace Leskow (Editor), Jacek Leskow (Editor), Agnieszka Wylomanska (Editor), Agnieszka Wyłomańska (Editor), Radoslaw Zimroz (Editor), Radoslaw Zimroz et al (Editor)
• Publisher: Springer, Berlin
• Languages: English
• Product format: Hardback
• Released: 01.01.2019
• EAN: 9783030225285
• ISBN: 978-3-0-3022528-5
• No. of pages: 225
• Dimensions: 156 mm x 244 mm x 19 mm
• Weight: 514 g
• Illustrations: VIII, 225 p. 94 illus., 48 illus. in color.
• Series: Applied Condition Monitoring; Applied Condition Monitoring
• Subjects: Natural sciences, medicine, IT, technology > Technology > Mechanical engineering, production engineering; C, Mathematische Physik, Fertigungstechnik und Ingenieurwesen, Vibration, Maschinenbau: Festkörpermechanik, engineering, Civil Engineering, Dynamics, Physics, Engineering Design, Theoretical, Mathematical and Computational Physics, Manufactures, Mechanics of solids, Mathematical physics, Dynamical systems, Manufacturing, Machines, Tools, Processes, Production engineering, Machines, Tools, Processes, Numerical and Computational Physics, Simulation, Vibration, Dynamical Systems, Control, Multibody Systems and Mechanical Vibrations, Workshop on Nonstationary Systems 2017, Autoregressive Models, Nonlinear Cointegration Approach