Binary Time Series
Author | : Benjamin Kedem |
Publisher | : |
Total Pages | : 282 |
Release | : 1980 |
ISBN-10 | : UCSC:32106009801090 |
ISBN-13 | : |
Rating | : 4/5 ( Downloads) |
Download or read book Binary Time Series written by Benjamin Kedem and published by . This book was released on 1980 with total page 282 pages. Available in PDF, EPUB and Kindle. Book excerpt: Basic concepts of stationary processes; Sufficient statistics for binary Markov chains; The distribution of the number of axis-crossing; Upcrossings of a high level by a stationary process; Clipping a gaussian process; Estimation in ar(1) after hard limiting; Estimation in ar(p); Runs and estimates of correlations; Spectral analysis after clipping; Extremes in stationary time series; A central limit (ACL); Prediction in binary data.