Randal Douc & Eric Moulines 
Nonlinear Time Series [EPUB ebook] 
Theory, Methods and Applications with R Examples

Stöd

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.

€141.89
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Språk Engelska ● Formatera EPUB ● Sidor 551 ● ISBN 9781040064542 ● Utgivare CRC Press ● Publicerad 2014 ● Nedladdningsbara 3 gånger ● Valuta EUR ● ID 9355538 ● Kopieringsskydd Adobe DRM
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