000 02678cam a2200409 i 4500
005 20250919002812.0
008 150323t20142014flum f bi a001 0 eng d
020 _a9781466586185
_q(hardback.)
_cRM277.74
020 _a1466586184
_q(hardback.)
039 9 _a201505071613
_blan
_c201505061325
_dzabidah
_y03-23-2015
_zzabidah
040 _aStDuBDS
_beng
_erda
_cCDX
_dYDXCP
_dUKM
_erda
090 _aQA274.3.L536
090 _aQA274.3
_b.L536
100 1 _aLindgren, Georg,
_d1940-
_eauthor.
245 1 0 _aStationary stochastic processes for scientists and engineers /
_cGeorg Lindgren, Holger Rootz{u296E}, Maria Sandsten.
264 1 _aBoca Raton, Fl. :
_bCRC Press,
_c[2014].
264 4 _c©2014.
300 _axv, 314 pages :
_billustrations (black and white) ;
_c25 cm.
336 _atext
_2rdacontent
337 _aunmediated
_2rdamedia
338 _avolume
_2rdacarrier
500 _a'A Chapman & Hall book.'
504 _aIncludes bibliographical references : (pages 299-303) and index.
520 _aCarefully balancing mathematical rigor and ease of exposition, Stationary Stochastic Processes for Scientists and Engineers teaches you how to use these processes efficiently. The book provides you with a sufficient understanding of the theory and a practical appreciation of how it is used in real-life situations. Special emphasis is on the interpretation of various statistical models and concepts as well as the types of questions statistical analysis can answer. Features, Explains the relationship between a covariance function and spectral density, Illustrates the difference between Fourier analysis of data and Fourier transformation of a covariance function, Covers AR, MA, ARMA, and GARCH model, Details covariance and spectral estimation, Shows how stochastic processes act in linear filters, including the matched, Wiener, and Kalman filters, Describes Monte Carlo simulations of different types of processes, Includes many examples from applied fields as well as exercises that highlight both the theory and practical situations in discrete and continuous time Book jacket.
650 0 _aStationary processes.
650 0 _aStochastic analysis.
700 1 _aRootzen, Holger,
_eauthor.
700 1 _aSandsten, Maria,
_eauthor.
907 _a.b16102022
_b2019-11-12
_c2019-11-12
942 _c01
_n0
_kQA274.3.L536
914 _avtls003581711
990 _arab
991 _aFakulti Sains dan Teknololgi
998 _at
_b2015-10-03
_cm
_da
_feng
_gflu
_y0
_z.b16102022
999 _c589255
_d589255