Linearization Methods in Time Series Analysis
In this dissertation, we propose a set of computationally efficient methods based on approximating/representing nonlinear processes by linear ones, so-called linearization. Firstly, a linearization method is introduced for estimating the multiple frequencies in sinusoidal processes. It utilizes a re...
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| Language: | en |
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2011
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| Online Access: | http://hdl.handle.net/10012/6327 |