Nonlinear time series: modeling. forecasting and applications(Chinese Edition) - Softcover

Softcover

ISBN 10: 7040173573 ISBN 13: 9787040173574

Synopsis

HardCover Pub Date: December 2005 Pages: 408 Publisher: Higher Education Press nonlinear time series: modeling. forecasting and applications introduces some of the latest research in the theory and methods of nonlinear time series. in particular. nearly decades developed non-parametric and semi-parametric technology-based. Nonlinear time series: modeling. forecasting and applications. not only of these technologies in the time sequence of the state space. frequency domain and time domain. the application gives a detailed introduction. at the same time. parametric and non-parametric methods in order to reflect integrated time series analysis and systematic exposition of some of the main parameters of nonlinear time series model (such as ARCH / GARCH model and threshold models. etc.) recent research. In addition. the book also contains a concise introduction to linear ARMA mod...

Edition details

• Language: English
• ISBN 10: 7040173573
• ISBN 13: 9787040173574
• Binding: Paperback