Nonlinear Time Series Analysis
Language: English
Published by Wiley, 2018
- Hardcover
- New
Condition: New
£ 138.72
Quantity: Over 20 available
Add to basketItem description from seller
Über den AutorRUEY S. TSAY, PHD, is H.G.B. Alexander Professor of Econometrics and Statistics at The University of Chicago Booth School of Business. He is a fellow of the American Statistical Association and the Institute.
Seller Inventory # 595355347
- Title
- Nonlinear Time Series Analysis
- Author
- RS Tsay
- Publisher
- Wiley
- Publication year
- 2018
- Condition
- New
- Binding
- Gebunden
- Language
- English
- ISBN 10
- 1119264057
- ISBN 13
- 9781119264057
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.
"Synopsis" may belong to another edition of this title.
About the Author
RUEY S. TSAY, PHD, is H.G.B. Alexander Professor of Econometrics and Statistics at The University of Chicago Booth School of Business. He is a fellow of the American Statistical Association and the Institute of Mathematical Statistics.Dr. Tsay is author of Analysis of Financial Time Series, Multivariate Time Series Analysis, and An Introduction to Analysis of Financial Data with R all published by Wiley.
RONG CHEN, PHD, is Distinguished Professor of Statistics and Director of the Master programs in Financial Statistics and Risk Management and in Data Science at Rutgers University. He is a fellow of the American Statistical Association and the Institute of Mathematical Statistics.
"About the title" may belong to another edition of this title.
Shipping rates from Germany to U.S.A.
| Item | 26 to 60 business days | 26 to 60 business days |
|---|---|---|
| First item | £ 40.95 | £ 40.95 |
Payment methods
- Bank Wire Transfer
- Check
- Paypal
Store description
Online Handel nur mit Neubüchern
Seller's business information
Moluna GmbH
Engberdingdamm 27
Greven, Germany 48268
Terms of sale
About Us
Legal website operator identification:
Moluna GmbH
Represented by the general manager Helge Blischke
Engberdingdamm 27
48268 Greven
Germany
Telephone: 02571/5698933
Telefax: 02571/5698930
E-Mail: abe@moluna.de
VAT No.: DE296281834
listed in the commercial register of the local court Steinfurt
Commercial register number - Part B of the commercial register - 10553
We are a member of the initiative „FairCommerce“ since 24.07.2015.
For more information, see: www.haendlerbund.de/faircommerce.
Right of withdrawal
If you are a consumer you can withdraw from the contract in accordance with the following. Consumer means any natural person who is acting for purposes which are outside his trade, business, craft or profession.
Information regarding the right of withdrawal
Statutory right to withdraw
You have the right to withdraw from this contract within 14 days without giving any reason.
The withdrawal period will expire after 14 days from the day on which you acquire, or a third party other than the carrier and indicated by you acquires, physical possession of the last good or the last lot or piece.
To exercise the right of withdrawal, electronically fill in and submit a clear statement on our website, under "My Purchases" in "My Account". We will communicate to you an acknowledgement of receipt of such a withdrawal on a durable medium (e.g. by e-mail) without delay.
To meet the withdrawal deadline, it is sufficient for you to send your communication concerning your exercise of the right of withdrawal before the withdrawal period has expired.
Effects of withdrawal
If you withdraw from this contract, we will reimburse to you all payments received from you, including the costs of delivery (except for the supplementary costs arising if you chose a type of delivery other than the least expensive type of standard delivery offered by us).
We may make a deduction from the reimbursement for loss in value of any goods supplied, if the loss is the result of unnecessary handling by you.
We will make the reimbursement without undue delay, and not later than 14 days after the day on which we are informed about your decision to withdraw from this contract.
We will make the reimbursement using the same means of payment as you used for the initial transaction, unless you have expressly agreed otherwise; in any event, you will not incur any fees as a result of such reimbursement.
We may withhold reimbursement until we have received the goods back, or you have supplied evidence of having sent back the goods, whichever is the earliest.
You shall send back the goods or hand them over to moluna, Greven, Germany, without undue delay and in any event not later than 14 days from the day on which you communicate your withdrawal from this contract to us. The deadline is met if you send back the goods before the period of 14 days has expired. You will have to bear the direct cost of returning the goods. You are only liable for any diminished value of the goods resulting from the handling other than what is necessary to establish the nature, characteristics and functioning of the goods.
Exceptions to the right of withdrawal
The right of withdrawal does not apply to:
- The delivery of newspapers, journals or magazines with the exception of subscription contracts; and
- The supply of digital content which is not supplied on a tangible medium (e.g. on a CD or DVD) if you accepted when you placed your order that we could start to deliver it, and that you could not withdraw once delivery had started.