Nonlinear Time Series : Theory, Methods and Applications with R Examples EPUB
by Randal Douc, Eric Moulines, David Stoffer
Part of the Chapman & Hall/CRC Texts in Statistical Science series
EPUB
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Description
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.
Information
-
Download - Immediately Available
- Format:EPUB
- Pages:551 pages
- Publisher:CRC Press
- Publication Date:06/01/2014
- Category:
- ISBN:9781040064542
Other Formats
- Hardback from £110.00
- PDF from £99.00
Information
-
Download - Immediately Available
- Format:EPUB
- Pages:551 pages
- Publisher:CRC Press
- Publication Date:06/01/2014
- Category:
- ISBN:9781040064542
