TY  - BOOK
AU  - Lindgren,Georg
AU  - Rootzen,Holger
AU  - Sandsten,Maria
TI  - Stationary stochastic processes for scientists and engineers
SN  - 9781466586185 (hbk. : acidfree paper)
U1  - 519.2320245 23
PY  - 2014///
CY  - Boca Raton
PB  - CRC Press
KW  - Stationary processes
KW  - Stochastic analysis
KW  - Mathematics
N1  - "A Chapman & Hall book."; Includes bibliographical references (pages 299-303) and index; 1. Stochastic processes--
2. Stationary processes--
3. The Poisson process and its relatives--
4. Spectral representations--
5. Gaussian processes--
6. Linear filters-general theory--
7. AR-,MA-, and ARMA-models--
8. Linear filters-applications--
9. Frequency analysis and spectral estimation--

A. Some probability and statistics--
B. Delta functions, generalized functions, and stieltjes integrals--
C. Kolmogorov's existence theorme--
D. Covariance/spectral density pairs--
E. A historical background--

References--
Index
N2  - "Based on a course taught to undergraduate students in engineering for over 30 years, this textbook presents all the material for a first course in stationary stochastic processes (SSP). Following naturally from a mathematical statistics course, it covers model building via SSP with a focus on engineering applications. The book includes many exercises and computer-based practicals using MATLAB" --
ER  -