Nonlinear time series : theory, methods, and applications with R examples / Randal Douc; Eric Moulines; David S. Stoffer

Von:

Douc, Randal, 1971- [aut]

Mitwirkende(r):

Resource type: Ressourcentyp: BuchBuchVerlagsnummer: K14426Sprache: Englisch Reihen: Texts in statistical science | A Chapman & Hall bookVerlag: Boca Raton, Fla. [u.a.] : CRC Press, c 2014Beschreibung: XX, 531 S. : graph. DarstISBN:

9781466502253

Schlagwörter:

Genre/Form:

Lehrbuch

Andere physische Formen: Erscheint auch als: Nonlinear time series. Online-Ausgabe Boca Raton : CRC Press, Taylor & Francis Group, 2014. 1 Online-Ressource (XX, 531 Seiten)DDC-Klassifikation:

519.5/5 23
MAT029000

MSC: MSC: *62-02 | 62M10 | 62F10 | 62F15 | 62M05 | 60J10RVK: RVK: QH 237 | SK 845LOC-Klassifikation:

QA280

Zusammenfassung: 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.Zusammenfassung: "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"--PPN: PPN: 772357218

Exemplare ( 1 )

Exemplare
Medientyp	Heimatbibliothek	Standort	Signatur	Status	Barcode
Freihandbestand ausleihbar	Fachbibliothek Mathematik	Bibliothek / frei aufgestellt	Stoch. / Dou	Verfügbar	36649265090

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