| 书目名称 | Non-Linear Time Series | | 副标题 | Extreme Events and I | | 编辑 | Kamil Feridun Turkman,Manuel González Scotto,Patrí | | 视频video | | | 概述 | Includes a chapter on extremal properties of non linear time series.Recent developments on the inferential methods for time series are treated.Integer time series models.Includes supplementary materia | | 图书封面 |  | | 描述 | .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 basicunderstanding of nonlinear time series.. | | 出版日期 | Book 2014 | | 关键词 | Extreme value theory; Integer valued time series; Non-linear time series | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-319-07028-5 | | isbn_softcover | 978-3-319-34871-1 | | isbn_ebook | 978-3-319-07028-5 | | copyright | Springer International Publishing Switzerland 2014 |
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发表于 2025-3-21 17:04:22
