Udvidet returret til d. 31. januar 2025

Bøger af Gyoergy Terdik

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  • - Going Beyond the Linear
    af Gyoergy Terdik
    1.219,95 kr.

    This book presents a general method for deriving higher-order statistics of multivariate distributions with simple algorithms that allow for actual calculations. The main tool used for the definitions is the tensor derivative, leading to several useful expressions concerning Hermite polynomials, moments, cumulants, skewness, and kurtosis.

  • - A Frequency Domain Approach
    af Gyoergy Terdik
    1.101,95 kr.

    The first two chapters are devoted to the basic theory of nonlinear functions of stationary Gaussian processes, Hermite polynomials, cumulants and higher order spectra, multiple Wiener-Ito integrals and finally chaotic Wiener-Ito spectral representation of subordinated processes.

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