An Introduction to Bispectral Analysis and Bilinear Time Series Models formatIsbn:Softcover - 9780387960395 or telecommunication

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An Introduction to Bispectral Analysis and Bilinear Time Series Models formatIsbn:Softcover - 9780387960395 or telecommunicationThe theory of time series models has been well developed over the last thirt,y years. Both the frequenc. y domain and time domain approaches have been widely used in the analysis of linear time series models. However. many physical phenomena cannot be adequately represented by linear models; hence the necessity of nonlinear models and higher order spectra. Recently a number of nonlinear models have been proposed. In this monograph we restrict