Nonlinear time series: theory, methods and applications with R examples

"This text emphasizes nonlinear models for a course in time series analysis. After introducing stochastic processes, Markov chains, Poisson processes, and ARMA models, the authors cover functional autoregressive, ARCH, threshold AR, and discrete time series models as well as several complementa...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Beteiligte Personen: Douc, Randal 1971- (VerfasserIn), Moulines, Eric 1963- (VerfasserIn), Stoffer, David S. (VerfasserIn)
Format: Buch
Sprache:Englisch
Veröffentlicht: Boca Raton, Fla [u.a.] CRC Press 2014
Schriftenreihe:Texts in statistical science
Schlagwörter:
Links:http://images.tandf.co.uk/common/jackets/websmall/978146650/9781466502253.jpg
http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027210913&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA
Zusammenfassung:"This text emphasizes nonlinear models for a course in time series analysis. After introducing stochastic processes, Markov chains, Poisson processes, and ARMA models, the authors cover functional autoregressive, ARCH, threshold AR, and discrete time series models as well as several complementary approaches. They discuss the main limit theorems for Markov chains, useful inequalities, statistical techniques to infer model parameters, and GLMs. Moving on to HMM models, the book examines filtering and smoothing, parametric and nonparametric inference, advanced particle filtering, and numerical methods for inference"..
Beschreibung:Includes bibliographical references and index
Umfang:XX, 531 S. Ill., graph. Darst.
ISBN:9781466502253
Inhaltsverzeichnis
Paper/Kapitel scannen lassen

Handapparate (nicht verfügbar)

Bestandsangaben von Handapparate (nicht verfügbar)
Signatur: 0048 MAT 634f 2014 A 2266
Lageplan
Exemplar 1 Dauerhaft ausgeliehen Ausgeliehen Rückgabe bis: 31.12.9999