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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Bibliographic Details
Main Author: Chen, Bei
Language:en
Published: 2011
Subjects:
Online Access:http://hdl.handle.net/10012/6327