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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...
| Κύριος συγγραφέας: | |
|---|---|
| Άλλοι συγγραφείς: | , |
| Μορφή: | Printed Book |
| Γλώσσα: | English |
| Έκδοση: |
London :
CRC,
2014.
|
| Σειρά: | Texts in statistical science
|
| Θέματα: |
| LEADER | 01677cam a22002658i 4500 | ||
|---|---|---|---|
| 008 | 131120s2014 flu b 001 0 eng | ||
| 020 | |a 9781466502253 (hardback) | ||
| 082 | 0 | 0 | |a 519.55 |2 23 |
| 100 | 1 | |a Douc, Randal. | |
| 245 | 1 | 0 | |a Nonlinear times series : |b theory, methods and applications with R examples / |c Randal Douc, Eric Moulines and David S. Stoffer. |
| 260 | |a London : |b CRC, |c 2014. | ||
| 300 | |a xx, 531p. ; |c 25 cm. | ||
| 490 | 0 | |a Texts in statistical science | |
| 504 | |a Includes bibliographical references and index. | ||
| 520 | |a "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"-- | ||
| 650 | 0 | |a Time-series analysis |x Mathematical models. | |
| 650 | 7 | |a MATHEMATICS / Probability & Statistics / General. | |
| 700 | 1 | |a Moulines, Eric. | |
| 700 | 1 | |a Stoffer, David S. | |
| 942 | |2 ddc |c BK | ||
| 263 | |a 1411 | ||
| 906 | |a 7 |b cbc |c orignew |d 1 |e ecip |f 20 |g y-gencatlg | ||
| 955 | |b rl07 2013-11-20 |i rl07 2013-11-20 ONIX to Dewey | ||
| 999 | |c 106416 |d 106416 | ||
| 952 | |0 0 |1 0 |4 0 |6 519_550000000000000_DOU_N |7 0 |9 110044 |a UL |b UL |c REF |d 2015-03-17 |e 2 |g 4828.04 |l 0 |o 519.55 DOU/N |p 93512 |r 2015-06-09 |v 6437.39 |y TXT | ||