1.

Record Nr.

UNINA9910366615703321

Titolo

Cyclostationarity: Theory and Methods – IV : Contributions to the 10th Workshop on Cyclostationary Systems and Their Applications, February 2017, Grodek, Poland / / edited by Fakher Chaari, Jacek Leskow, Radoslaw Zimroz, Agnieszka Wyłomańska, Anna Dudek

Pubbl/distr/stampa

Cham : , : Springer International Publishing : , : Imprint : Springer, , 2020

ISBN

3-030-22529-1

Edizione

[1st ed. 2020.]

Descrizione fisica

1 online resource (234 pages)

Collana

Applied Condition Monitoring, , 2363-698X ; ; 16

Disciplina

621.3822

621.8

Soggetti

Engineering design

Vibration

Dynamical systems

Dynamics

Manufactures

Physics

Engineering Design

Vibration, Dynamical Systems, Control

Manufacturing, Machines, Tools, Processes

Numerical and Computational Physics, Simulation

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Nota di bibliografia

Includes bibliographical references and index.

Nota di contenuto

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.



Sommario/riassunto

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.