Nonlinear Time Series Analysis
Language: English
Published by John Wiley & Sons Inc, 2018
- Hardcover
- New
Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
AbeBooks seller since January 6, 2003
Condition: New
£ 198.64
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Add to basketItem description from seller
496 pages. 9.00x6.00x1.00 inches. In Stock.
Seller Inventory # x-1119264057
- Title
- Nonlinear Time Series Analysis
- Author
- Tsay, Ruey S./ Chen, Rong
- Publisher
- John Wiley & Sons Inc
- Publication year
- 2018
- Condition
- Brand New
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 1119264057
- ISBN 13
- 9781119264057
- Item weight
- 0.78 kilograms
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.
Revaluation Books
Exeter, United Kingdom
AbeBooks seller since January 6, 2003
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