Nonlinear time series analysis with R
by Bittelli, Marco, Rosa, Rodolfo, Huffaker, Ray C.
0
Type: Book
"10" Result
Sort By:
"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 sev…
The paradigm of deterministic chaos has influenced thinking in many fields of science. Chaotic systems show rich and surprising mathematical structures. In the applied sciences, deterministic chaos provides a striking explanation for irregular behaviour and anomalies in systems …
Nonlinear time series analysis
by Kantz, Holger, Schreiber, Thomas
fromCambridge Nonlinear Science Series
0
Type: Book
"This book represents a modern approach to time series analysis which is based on the theory of dynamical systems. It starts from a sound outline of the underlying theory to arrive at very practical issues, which are illustrated using a large number of empirical data sets taken …
Nonlinear time series analysis
by Kantz, Holger, Schreiber, Thomas
fromCambridge Nonlinear Science Series
0
Type: Book
The time variability of many natural and social phenomena is not well described by standard methods of data analysis. Nonlinear time series analysis uses chaos theory and nonlinear dynamics to understand such seemingly unpredictable behaviour. Results are applied to real data fr…
This book provides an introductory treatment of time series econometrics, a subject that is of key importance to both students and practitioners of economics. It contains material that any serious student of economics and finance should be acquainted with if they are seeking to …