株式会社極東書店トップ ＞ 商品一覧 ＞ Non-Linear Time Series : Extreme Events and Integer Value Problems.
商品詳細
Non-Linear Time Series : Extreme Events and Integer Value Problems. 非線形時系列
・ISBN 978-3-319-07027-8 hard EUR 49.99
￥13,361.- (税込) ※（※）価格はご注文時の参考価格となります。
納品価格につきましては書籍の入荷時点で確定となります。
版元の原価改定、外国為替の変動等により異なる場合がございますので、予めご了承下さい。
| 著者・編者 | Turkman, Kamil Feridun / Scotto, M. G. / de Zea Bermudez, P., |
|---|---|
| 出版社 | (Springer, GW) |
| 出版年月 | 2014 |
| ページ数 | xii, 245 pp. |
| 言語 | ENG |
| ニュース番号 | ＜1 617-342＞ |
解説
This book offers a useful combination of probabilistic and statistical tools for analyzing nonlinear time series. Key features of the book include a study of the extremal behavior of nonlinear time series and a comprehensive list of nonlinear models that address different aspects of nonlinearity. Several inferential methods, including quasi likelihood methods, sequential Markov Chain Monte Carlo Methods and particle filters, are also included so as to provide an overall view of the available tools for parameter estimation for nonlinear models. A chapter on integer time series models based on several thinning operations, which brings together all recent advances made in this area, is also included.
Readers should have attended a prior course on linear time series, and a good grasp of simulation-based inferential methods is recommended. This book offers a valuable resource for second-year graduate students and researchers in statistics and other scientific areas who need a basic understanding of nonlinear time series.