Books on the topic 'Non-stationary tide'
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Priestly, M. B. Non-linear and non-stationary time series. London: Academic Press, 1988.
Segal, Mordechai. Time delay estimation in stationary and non-stationary environments. Woods Hole, Mass: Woods Hole Oceanographic Institution, 1988.
Priestley, M. B. Non-linear and non-stationary time series analysis. London: Academic Press, 1988.
Hunter, John, Simon P. Burke, and Alessandra Canepa. Multivariate Modelling of Non-Stationary Economic Time Series. London: Palgrave Macmillan UK, 2017. http://dx.doi.org/10.1057/978-1-137-31303-4.
Wong, W. K. Some contributions to multivariate stationary non-linear time series. Manchester: UMIST, 1993.
Moukadem, Ali, Djaffar Ould Abdeslam, and Alain Dieterlen. Time-Frequency Domain for Segmentation and Classification of Non-Stationary Signals. Hoboken, USA: John Wiley & Sons, Inc., 2014. http://dx.doi.org/10.1002/9781118908686.
Qian, Ying. Optimal hedging strategy re-visited: Acknowledging the existence of non-stationary economic time series. [Washington, DC]: World Bank, International Economics Dept., International Trade Division, 1994.
Bergstrom, A. R. The estimation of parameters in non-stationary higher order continuous time dynamic models. [Colchester]: Department of Economics, University of Essex, 1985.
Priestly, M. B. Non-linear and non-stationary time series analysis. Academic, 1988.
Priestly. Non-linear and Stationary Time Series Analysis. Elsevier, 1991.
Burke, Simon P., and Hunter John. Modelling Non-Stationary Economic Time Series: A Multivariate Approach. Palgrave Macmillan, 2005.
Hunter, J., and S. Burke. Modelling Non-Stationary Economic Time Series: A Multivariate Approach. Palgrave Macmillan Limited, 2005.
Burke, Simon P., Hunter John, and Alessandra Canepa. Multivariate Modelling of Non-Stationary Economic Time Series. Palgrave Macmillan, 2016.
Champagne, Benoit. Optimum space-time processing in non-stationary environments. 1990.
Clements, Michael P., and David F. Hendry. Forecasting Non-Stationary Economic Time Series (Zeuthen Lectures). The MIT Press, 2001.
Clements, Michael P., and David F. Hendry. Forecasting Non-Stationary Economic Time Series (Zeuthen Lectures). The MIT Press, 1999.
Burke, Simon P., Hunter John, and Alessandra Canepa. Multivariate Modelling of Non-Stationary Economic Time Series. Palgrave Macmillan, 2017.
Hinderer, K. Foundations of Non-Stationary Dynamic Programming with Discrete Time Parameter. Springer London, Limited, 2012.
Hunter, John, and Simon P. Burke. Modelling Non-Stationary Economic Time Series: A Multivariate Approach (Palgrave Texts in Econometrics). Palgrave Macmillan, 2005.
Hargreaves, Colin. Non-Stationary Time Series Analysis and Cointegration (Advanced Texts in Econometrics). Oxford University Press, 1994.
Hunter, John, and Simon P. Burke. Modelling Non-Stationary Economic Time Series: A Multivariate Approach (Palgrave Texts in Econometrics). Palgrave Macmillan, 2005.
Coolen, A. C. C., A. Annibale, and E. S. Roberts. Random graph ensembles. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780198709893.003.0003.
McCleary, Richard, David McDowall, and Bradley J. Bartos. Noise Modeling. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190661557.003.0003.
Moukadem, Ali, Djaffar Ould Abdeslam, and Alain Dieterlen. Time-Frequency Domain for Segmentation and Classification of Non-Stationary Signals: The Stockwell Transform Applied on Bio-Signals and Electric Signals. Wiley & Sons, Incorporated, John, 2014.
Moukadem, Ali, Djaffar Ould Abdeslam, and Alain Dieterlen. Time-Frequency Domain for Segmentation and Classification of Non-Stationary Signals: The Stockwell Transform Applied on Bio-Signals and Electric Signals. Wiley & Sons, Incorporated, John, 2014.
Moukadem, Ali, Djaffar Ould Abdeslam, and Alain Dieterlen. Time-Frequency Domain for Segmentation and Classification of Non-Stationary Signals: The Stockwell Transform Applied on Bio-Signals and Electric Signals. Wiley & Sons, Incorporated, John, 2014.
Moukadem, Ali, Djaffar Ould Abdeslam, and Alain Dieterlen. Time-Frequency Domain for Segmentation and Classification of Non-Stationary Signals: The Stockwell Transform Applied on Bio-Signals and Electric Signals. Wiley & Sons, Incorporated, John, 2014.
Moukadem, Ali, Djaffar Ould Abdeslam, and Alain Dieterlen. Time-Frequency Domain for Segmentation and Classification of Non-stationary Signals: The Stockwell Transform Applied on Bio-signals and Electric Signals. Wiley-Interscience, 2014.
Wendling, Fabrice, Marco Congendo, and Fernando H. Lopes da Silva. EEG Analysis. Edited by Donald L. Schomer and Fernando H. Lopes da Silva. Oxford University Press, 2017. http://dx.doi.org/10.1093/med/9780190228484.003.0044.
Tibaldi, Stefano, and Franco Molteni. Atmospheric Blocking in Observation and Models. Oxford University Press, 2018. http://dx.doi.org/10.1093/acrefore/9780190228620.013.611.