國立高雄大學圖資館 |

Language: English

Back

Nonlinear times series :theory, meth...

Douc, Randal.

Nonlinear times series :theory, methods, and applications with R examples /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Nonlinear times series :Randal Douc, Eric Moulines, David S. Stoffer.
Reminder of title:	theory, methods, and applications with R examples /
Author:	Douc, Randal.
other author:	Moulines, Eric.
Published:	Boca Raton :CRC Press,c2014.
Description:	xx, 531 p. :ill. ;25 cm.
Subject:	Time-series analysisMathematical models.
Online resource:	http://images.tandf.co.uk/common/jackets/websmall/978146650/9781466502253.jpg
ISBN:	9781466502253 (hbk.) :

Nonlinear times series :theory, methods, and applications with R examples /
Douc, Randal.

Nonlinear times series :theory, methods, and applications with R examples /Randal Douc, Eric Moulines, David S. Stoffer. - Boca Raton :CRC Press,c2014. - xx, 531 p. :ill. ;25 cm. - Chapman & Hall/CRC texts in statistical science.

Includes bibliographical references and index.

"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"--

ISBN: 9781466502253 (hbk.) :NT$2752

LCCN: 2013045980Subjects--Topical Terms:

233807
Time-series analysis
--Mathematical models.

LC Class. No.: QA280 / .D68 2014

Dewey Class. No.: 519.5/5

Nonlinear times series :theory, methods, and applications with R examples /
LDR:01495cam a2200241 a 4500 001 457945
003 DLC
005 20150401104010.0
008 150922s2014 flua b 001 0 eng
010 $a 2013045980
020 $a 9781466502253 (hbk.) : $c NT$2752
020 $a 1466502258 (hbk.)
035 $a 2013045980
040 $a DLC $b eng $c DLC
042 $a pcc
050 0 0 $a QA280 $b .D68 2014
082 0 0 $a 519.5/5 $2 23
100 1 $a Douc, Randal. $3 709120
245 1 0 $a Nonlinear times series : $b theory, methods, and applications with R examples / $c Randal Douc, Eric Moulines, David S. Stoffer.
260 $a Boca Raton : $b CRC Press, $c c2014.
300 $a xx, 531 p. : $b ill. ; $c 25 cm.
490 0 $a Chapman & Hall/CRC texts in statistical science
504 $a Includes bibliographical references and index.
520 $a "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"-- $c Provided by publisher.
650 0 $a Time-series analysis $x Mathematical models. $3 233807
700 1 $a Moulines, Eric. $3 234798
700 1 $a Stoffer, David S. $3 208677
856 4 2 $3 Cover image $u http://images.tandf.co.uk/common/jackets/websmall/978146650/9781466502253.jpg