Title:
Nonlinear time series : theory, methods and applications with R examples
Author:
Douc, Randal, author.
ISBN:
9780429112638
Edition:
First edition.
Physical Description:
1 online resource (551 pages) : 50 illustrations.
Series:
Chapman & Hall/CRCtexts in statistical science series
Chapman & Hall/CRCtexts in statistical science series.
Contents:
part 1 Part I: Foundations -- chapter 1 Linear Models -- chapter 2 Linear Gaussian State Space Models -- chapter 3 Beyond Linear Models -- chapter 4 Stochastic Recurrence Equations -- part 2 Part II: Markovian Models -- chapter 5 Markov Models: Construction and Definitions -- chapter 6 Stability and Convergence -- chapter 7 Sample Paths and Limit Theorems -- chapter 8 Inference for Markovian Models -- part 3 Part III: State Space and Hidden Markov Models -- chapter 9 Non-Gaussian and Nonlinear State Space Models -- chapter 10 Particle Filtering -- chapter 11 Particle Smoothing -- chapter 12 Inference for Nonlinear State Space Models -- chapter 13 Asymptotics of the MLE for NLSS.
Abstract:
Designed for researchers and students, Nonlinear Times Series: Theory, Methods and Applications with R Examples familiarizes readers with the principles behind nonlinear time series models—without overwhelming them with difficult mathematical developments. By focusing on basic principles and theory, the authors give readers the background required to craft their own stochastic models, numerical methods, and software. They will also be able to assess the advantages and disadvantages of different approaches, and thus be able to choose the right methods for their purposes.
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Library | Material Type | Item Barcode | Shelf Number | Status | Item Holds |
|---|---|---|---|---|---|
Searching... | E-Book | 541805-1001 | QA280 | Searching... | Searching... |