Buch, Englisch, 618 Seiten, Paperback, Format (B × H): 178 mm x 254 mm, Gewicht: 1185 g
Buch, Englisch, 618 Seiten, Paperback, Format (B × H): 178 mm x 254 mm, Gewicht: 1185 g
Reihe: Springer Series in Statistics
ISBN: 978-3-319-82770-4
Verlag: Springer International Publishing
The book covers time-domain and frequency-domain methods for the analysis of both univariate and multivariate (vector) time series. It makes a clear distinction between parametric models on the one hand, and semi- and nonparametric models/methods on the other. This offers the reader the option of concentrating exclusively on one of these nonlinear time series analysis methods.
To make the book as user friendly as possible, major supporting concepts and specialized tables are appended at the end of every chapter. In addition, each chapter concludes with a set of key terms and concepts, as well as a summary of the main findings. Lastly, the book offers numerous theoretical and empirical exercises, with answers provided by the author in an extensive solutions manual.
Zielgruppe
Research
Autoren/Hrsg.
Fachgebiete
Weitere Infos & Material
Introduction and Some Basic Concepts.- Classic Nonlinear Models.- Probabilistic Properties.- Frequency-Domain Tests.- Time-Domain Linearity Tests.- Model Estimation, Selection and Checking.- Tests for Serial Independence.- Time-Reversibility.- Semi- and Nonparametric Forecasting.- Forecasting Vector Parametric Models and Methods.- Vector Semi- and Nonparametric Methods.