Nonlinear Time Series: Theory, Methods and Applications with R Examples

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Nonlinear Time Series: Theory, Methods and Applications with R Examples By Randal Douc, Eric Moulines, David Stoffer
2014 | 551 Pages | ISBN: 1466502258 | PDF | 7 MB               

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.

Nonlinear Time Series - Theory, Methods and Applications with R Examples.pdf (6.96 MB, 需要: 20 个论坛币)

2014-1-30 10:07:47 上传

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关键词：Applications Time Series Application Nonlinear nonlinea Series

没钱的飘过

蛮想学的，可是不会R。有没有STATA的？

地下爆菊 发表于 2014-1-30 10:15
没钱的飘过

你用1000个经验去换100个币也够买5次了。

auirzxp 发表于 2014-1-30 10:23
蛮想学的，可是不会R。有没有STATA的？

stata的资料应该不少的

igs816 发表于 2014-1-30 10:25
stata的资料应该不少的

谢谢。我先搜索下论坛。

蛮贵的啊 虽然暂时用不着 但还是先下载吧 谢谢分享了

学习学习了，多谢

不错的书，正需要呢，好好看看

谢谢