This book gathers contributions presented at the 10th Workshop on Cyclostationary Systems and Their Applications, held in Gródek nad Dunajcem, Poland in February 2017. It includes twelve interesting papers covering current topics related to both cyclostationary and general non stationary processes. Moreover, this book, which covers both theoretical and practical issues, offers a practice-oriented guide to the analysis of data sets with non-stationary behavior and a bridge between basic and applied research on nonstationary processes. It provides students, researchers and professionals with a timely guide on cyclostationary systems, nonstationary processes and relevant engineering applications.
Author(s): Fakher, C., Leskow, J., Zimroz, R., Wyłomańska, A., Dudek, A.
Publisher: Springer
Year: 2020
Language: English
Pages: 0
Front Matter ....Pages i-viii
Modeling Periodic Autoregressive Time Series with Multiple Periodic Effects (Harry Hurd, Vladas Pipiras)....Pages 1-18
Subsampling for Heavy Tailed, Nonstationary and Weakly Dependent Time Series (Elżbieta Gajecka-Mirek, Jacek Leśkow)....Pages 19-40
Bootstrapping the Autocovariance of PC Time Series - A Simulation Study (Anna E. Dudek, Paweł Potorski)....Pages 41-55
The Coherent and Component Estimation of Covariance Invariants for Vectorial Periodically Correlated Random Processes and Its Application (I. Javors’kyj, I. Matsko, R. Yuzefovych, G. Trokhym, P. Semenov)....Pages 56-91
On Extreme Values in Stationary Weakly Dependent Random Fields (Paul Doukhan, José G. Gómez)....Pages 92-110
Subordinated Processes with Infinite Variance (Aleksandra Grzesiek, Agnieszka Wyłomańska)....Pages 111-135
Influence of Signal to Noise Ratio on the Effectiveness of Cointegration Analysis for Vibration Signal (Anna Michalak, Jacek Wodecki, Agnieszka Wyłomańska, Radosław Zimroz)....Pages 136-146
Ornstein-Uhlenbeck Process Delayed by Gamma Subordinator (Paula Poczynek, Piotr Kruczek, Agnieszka Wyłomańska)....Pages 147-165
Combination of Kolmogorov-Smirnov Statistic and Time-Frequency Representation for P-Wave Arrival Detection in Seismic Signal (Jacek Wodecki, Anna Michalak, Paweł Stefaniak, Agnieszka Wyłomańska, Radosław Zimroz)....Pages 166-174
Estimation of the Pointwise Hölder Exponent in Time Series Analysis (Adrianna Mastalerz-Kodzis)....Pages 175-184
Application of the CIR Model for Spot Short Interest Rates Modelling on the Polish Market (Katarzyna Brzozowska-Rup)....Pages 185-203
An Overview of Robust Spectral Estimators (Valdério Anselmo Reisen, Céline Lévy-Leduc, Higor Henrique Aranda Cotta, Pascal Bondon, Marton Ispany, Paulo Roberto Prezotti Filho)....Pages 204-224
Back Matter ....Pages 225-225
