Statistical Analysis of Nonlinear and NonGaussian Time Series
Toleti Subba Rao · Birkhäuser Boston eBooks · 1997
We review recently developed methods for the analysis of stationary nonlinear time series. We define unit root nonlinear (Bilinear) models. We also discuss higher order spectra for nonstationary process, and briefly consider the properties of time dependent Bilinear models. The estimation of time dependent parameters using wavelet expansions is also considered. These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.