Loading...

Nonlinear times 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...

Full description

Bibliographic Details
Main Author: Douc, Randal
Other Authors: Moulines, Eric, Stoffer, David S.
Format: Printed Book
Language:English
Published: London : CRC, 2014.
Series:Texts in statistical science
Subjects:

University of Calicut

Holdings details from University of Calicut
Call Number: 519.55 DOU/N
Copy Live Status Unavailable