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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...

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Bibliografiska uppgifter
Huvudupphovsman: Douc, Randal
Övriga upphovsmän: Moulines, Eric, Stoffer, David S.
Materialtyp: Printed Book
Språk:English
Publicerad: London : CRC, 2014.
Serie:Texts in statistical science
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