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Communications and Networks pp 197–229Cite as

Recent Developments in Nonlinear Time-Series Modeling

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Abstract

Parametric analysis and modeling of signals using linear stationary time series models has found application in a variety of contexts, including speech and seismic signal processing, spectral estimation, process control, and others. The statistical theory of such models is well established and quite complete, and efficient computational algorithms exist in a number of cases.

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Author information

Authors and Affiliations

  1. Department of Mathematics, University of Bergen, Bergen, Norway

    Dag Tjøstheim

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  1. Dag Tjøstheim
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Editors and Affiliations

  1. Department of Electrical Engineering, University of Waterloo, N2L 3G1, Waterloo, Ontario, Canada

    Ian F. Blake

  2. Department of Electrical and Computer Engineering, University of Illinois at Urbana Champaign, 61801, Urbana, IL, USA

    H. Vincent Poor

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© 1986 Springer-Verlag New York Inc.

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Tjøstheim, D. (1986). Recent Developments in Nonlinear Time-Series Modeling. In: Blake, I.F., Poor, H.V. (eds) Communications and Networks. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-4904-7_9

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  • DOI: https://doi.org/10.1007/978-1-4612-4904-7_9

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-1-4612-9354-5

  • Online ISBN: 978-1-4612-4904-7

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