Bøger af Viacheslav Karmalita

This book exposes the theory under the phenomenon of economic cycles and provides mathematical tools for their quantitative description. The approach allows to provide the stochastic description of the investment function, to recover the income function from GDP estimates, and to propose the identification procedure for pseudo-stationary models of economic cycles. .

The described approach of digital processing of random oscillations data creates a formal procedure to obtain logarithmic decrement and natural frequency estimates. A straightforward mathematical description of the procedure provides efficient estimates. The derived analytical expressions for confidence intervals enable a priori evaluation for the estimates. Experimental validation of the method is also provided.