Non-Linear Time Series

Extreme Events and Integer Value Problems

Business & Finance, Economics, Econometrics, Nonfiction, Science & Nature, Mathematics, Statistics
Cover of the book Non-Linear Time Series by Manuel González Scotto, Patrícia de Zea Bermudez, Kamil Feridun Turkman, Springer International Publishing
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Manuel González Scotto, Patrícia de Zea Bermudez, Kamil Feridun Turkman ISBN: 9783319070285
Publisher: Springer International Publishing Publication: September 29, 2014
Imprint: Springer Language: English
Author: Manuel González Scotto, Patrícia de Zea Bermudez, Kamil Feridun Turkman
ISBN: 9783319070285
Publisher: Springer International Publishing
Publication: September 29, 2014
Imprint: Springer
Language: English

This book offers a useful combination of probabilistic and statistical tools for analyzing nonlinear time series. Key features of the book include a study of the extremal behavior of nonlinear time series and a comprehensive list of nonlinear models that address different aspects of nonlinearity. Several inferential methods, including quasi likelihood methods, sequential Markov Chain Monte Carlo Methods and particle filters, are also included so as to provide an overall view of the available tools for parameter estimation for nonlinear models. A chapter on integer time series models based on several thinning operations, which brings together all recent advances made in this area, is also included.

Readers should have attended a prior course on linear time series, and a good grasp of simulation-based inferential methods is recommended. This book offers a valuable resource for second-year graduate students and researchers in statistics and other scientific areas who need a basic understanding of nonlinear time series.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

This book offers a useful combination of probabilistic and statistical tools for analyzing nonlinear time series. Key features of the book include a study of the extremal behavior of nonlinear time series and a comprehensive list of nonlinear models that address different aspects of nonlinearity. Several inferential methods, including quasi likelihood methods, sequential Markov Chain Monte Carlo Methods and particle filters, are also included so as to provide an overall view of the available tools for parameter estimation for nonlinear models. A chapter on integer time series models based on several thinning operations, which brings together all recent advances made in this area, is also included.

Readers should have attended a prior course on linear time series, and a good grasp of simulation-based inferential methods is recommended. This book offers a valuable resource for second-year graduate students and researchers in statistics and other scientific areas who need a basic understanding of nonlinear time series.

More books from Springer International Publishing

Cover of the book Algebra for Applications by Manuel González Scotto, Patrícia de Zea Bermudez, Kamil Feridun Turkman
Cover of the book Advanced Intelligent Computing Theories and Applications by Manuel González Scotto, Patrícia de Zea Bermudez, Kamil Feridun Turkman
Cover of the book Breast Cancer Stem Cells & Therapy Resistance by Manuel González Scotto, Patrícia de Zea Bermudez, Kamil Feridun Turkman
Cover of the book Grand Strategies of Weak States and Great Powers by Manuel González Scotto, Patrícia de Zea Bermudez, Kamil Feridun Turkman
Cover of the book Combinatorics and Complexity of Partition Functions by Manuel González Scotto, Patrícia de Zea Bermudez, Kamil Feridun Turkman
Cover of the book The Network Organization by Manuel González Scotto, Patrícia de Zea Bermudez, Kamil Feridun Turkman
Cover of the book Heuristic Reasoning by Manuel González Scotto, Patrícia de Zea Bermudez, Kamil Feridun Turkman
Cover of the book Infiltration Measurements for Soil Hydraulic Characterization by Manuel González Scotto, Patrícia de Zea Bermudez, Kamil Feridun Turkman
Cover of the book Qur’anic Guidance for Good Governance by Manuel González Scotto, Patrícia de Zea Bermudez, Kamil Feridun Turkman
Cover of the book Real-time Speech and Music Classification by Large Audio Feature Space Extraction by Manuel González Scotto, Patrícia de Zea Bermudez, Kamil Feridun Turkman
Cover of the book Resilience-Oriented Urban Planning by Manuel González Scotto, Patrícia de Zea Bermudez, Kamil Feridun Turkman
Cover of the book Euro-Par 2015: Parallel Processing Workshops by Manuel González Scotto, Patrícia de Zea Bermudez, Kamil Feridun Turkman
Cover of the book Organotrifluoroborate Preparation, Coupling and Hydrolysis by Manuel González Scotto, Patrícia de Zea Bermudez, Kamil Feridun Turkman
Cover of the book Robust Receding Horizon Control for Networked and Distributed Nonlinear Systems by Manuel González Scotto, Patrícia de Zea Bermudez, Kamil Feridun Turkman
Cover of the book Clinical Cases in Psoriasis by Manuel González Scotto, Patrícia de Zea Bermudez, Kamil Feridun Turkman
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy