Nonlinear Time Series Analysis (Hardcover)
 
作者: Ruey S. Tsay 
分類: Bayesian inference ,
Stochastics  
書城編號: 4975768


售價: $1460.00

購買後立即進貨, 約需 18-25 天

 
 
出版社: Wiley
出版日期: 2018/10/23
重量: 0.82 kg
ISBN: 9781119264057
 
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商品簡介


A comprehensive resource that draws a balance between theory and applications of nonlinear time series analysis

Nonlinear Time Series Analysis offers an important guide to both parametric and nonparametric methods, nonlinear state-space models, and Bayesian as well as classical approaches to nonlinear time series analysis. The authors--noted experts in the field--explore the advantages and limitations of the nonlinear models and methods and review the improvements upon linear time series models.

The need for this book is based on the recent developments in nonlinear time series analysis, statistical learning, dynamic systems and advanced computational methods. Parametric and nonparametric methods and nonlinear and non-Gaussian state space models provide a much wider range of tools for time series analysis. In addition, advances in computing and data collection have made available large data sets and high-frequency data. These new data make it not only feasible, but also necessary to take into consideration the nonlinearity embedded in most real-world time series. This vital guide:

- Offers research developed by leading scholars of time series analysis

- Presents R commands making it possible to reproduce all the analyses included in the text

- Contains real-world examples throughout the book

- Recommends exercises to test understanding of material presented

- Includes an instructor solutions manual and companion website

Written for students, researchers, and practitioners who are interested in exploring nonlinearity in time series, Nonlinear Time Series Analysis offers a comprehensive text that explores the advantages and limitations of the nonlinear models and methods and demonstrates the improvements upon linear time series models.

Ruey S. Tsay 作者作品表

eBook: Introduction to Analysis of Financial Data with R (DRM PDF)

eBook: Introduction to Analysis of Financial Data with R (DRM EPUB)

eBook: Multivariate Time Series Analysis (DRM PDF)

eBook: Multivariate Time Series Analysis (DRM EPUB)

eBook: Analysis of Financial Time Series (DRM EPUB)

Analysis of Financial Time Series (Hardcover)

eBook: Analysis of Financial Time Series (DRM PDF)

eBook: Analysis of Financial Time Series (DRM PDF)

Analysis of Financial Time Series (Wiley Series in Probability and Statistics) (Hardcover)

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