Nonlinear Time Series, Douc, Randal

Автор: Dean J. Driebe
Название: Fully Chaotic Maps and Broken Time Symmetry
ISBN: 9048151686 ISBN-13(EAN): 9789048151684
Издательство: Springer
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Цена: 104480.00 T
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Описание: Boltzmann`s work has lead to innumerable controversies as the laws of classical mechanics (as well as the laws of quan- tum mechanics) as traditionally formulated imply symmetry between past and future.

Автор: Wei-Bin Zhang
Название: Synergetic Economics
ISBN: 3642759114 ISBN-13(EAN): 9783642759116
Издательство: Springer
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Цена: 83850.00 T
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Описание: Of particular interest are sudden (structural) changes, the existence of regular and irregular oscillations, the role of random factors in economic evolution, and the effects of time scales and rates of adjustment of economic variables in economic analysis.

Автор: Gao, Jiti
Название: Nonlinear Time Series
ISBN: 0367389355 ISBN-13(EAN): 9780367389352
Издательство: Taylor&Francis
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Цена: 65320.00 T
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Описание:

Useful in the theoretical and empirical analysis of nonlinear time series data, semiparametric methods have received extensive attention in the economics and statistics communities over the past twenty years. Recent studies show that semiparametric methods and models may be applied to solve dimensionality reduction problems arising from using fully nonparametric models and methods. Answering the call for an up-to-date overview of the latest developments in the field, Nonlinear Time Series: Semiparametric and Nonparametric Methods focuses on various semiparametric methods in model estimation, specification testing, and selection of time series data.

After a brief introduction, the book examines semiparametric estimation and specification methods and then applies these approaches to a class of nonlinear continuous-time models with real-world data. It also assesses some newly proposed semiparametric estimation procedures for time series data with long-range dependence. Even though the book only deals with climatological and financial data, the estimation and specifications methods discussed can be applied to models with real-world data in many disciplines.

This resource covers key methods in time series analysis and provides the necessary theoretical details. The latest applied finance and financial econometrics results and applications presented in the book enable researchers and graduate students to keep abreast of developments in the field.

Автор: De Gooijer, Jan G.
Название: Elements of nonlinear time series analysis and forecasting
ISBN: 3319827707 ISBN-13(EAN): 9783319827704
Издательство: Springer
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Цена: 167700.00 T
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Описание: This book provides an overview of the current state-of-the-art of nonlinear time series analysis, richly illustrated with examples, pseudocode algorithms and real-world applications.

Автор: Fan Jianqing, Yao Qiwei
Название: Nonlinear Time Series / Nonparametric and Parametric Methods
ISBN: 0387261427 ISBN-13(EAN): 9780387261423
Издательство: Springer
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Цена: 102480.00 T
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Описание: This book presents the contemporary statistical methods and theory of nonlinear time series analysis. The principal focus is on nonparametric and semiparametric techniques developed in the last decade. It covers the techniques for modelling in state-space, in frequency-domain as well as in time-domain. To reflect the integration of parametric and nonparametric methods in analyzing time series data, the book also presents an up-to-date exposure of some parametric nonlinear models, including ARCH/GARCH models and threshold models. A compact view on linear ARMA models is also provided. Data arising in real applications are used throughout to show how nonparametric approaches may help to reveal local structure in high-dimensional data. Important technical tools are also introduced. The book will be useful for graduate students, application-oriented time series analysts, and new and experienced researchers. It will have the value both within the statistical community and across a broad spectrum of other fields such as econometrics, empirical finance, population biology and ecology. The prerequisites are basic courses in probability and statistics. Jianqing Fan, coauthor of the highly regarded book Local Polynomial Modeling, is Professor of Statistics at the University of North Carolina at Chapel Hill and the Chinese University of Hong Kong. His published work on nonparametric modeling, nonlinear time series, financial econometrics, analysis of longitudinal data, model selection, wavelets and other aspects of methodological and theoretical statistics has been recognized with the Presidents' Award from the Committee of Presidents of Statistical Societies, the Hettleman Prize for Artistic and Scholarly Achievement from the University of North Carolina, and by his election as a fellow of the American Statistical Association and the Institute of Mathematical Statistics. Qiwei Yao is Professor of Statistics at the London School of Economics and Political Science. He is an elected member of the International Statistical Institute, and has served on the editorial boards for the Journal of the Royal Statistical Society (Series B) and the Australian and New Zealand Journal of Statistics.

Автор: Holger Kantz
Название: Nonlinear Time Series Analysis
ISBN: 0521529026 ISBN-13(EAN): 9780521529020
Издательство: Cambridge Academ
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Цена: 82370.00 T
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Описание: The time variability of many natural and social phenomena is not well described by standard methods of data analysis. Nonlinear time series analysis uses chaos theory and nonlinear dynamics to understand such seemingly unpredictable behaviour. Results are applied to real data from physics, biology, medicine and engineering.

Автор: Fortuna
Название: Nonlinear Modeling of Solar Radiation and Wind Speed Time Series
ISBN: 3319387634 ISBN-13(EAN): 9783319387635
Издательство: Springer
Цена: 46570.00 T
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Описание: This brief is a clear, concise description of the main techniques of time series analysis —stationary, autocorrelation, mutual information, fractal and multifractal analysis, chaos analysis, etc.— as they are applied to the influence of wind speed and solar radiation on the production of electrical energy from these renewable sources. The problem of implementing prediction models is addressed by using the embedding-phase-space approach: a powerful technique for the modeling of complex systems. Readers are also guided in applying the main machine learning techniques for classification of the patterns hidden in their time series and so will be able to perform statistical analyses that are not possible by using conventional techniques.The conceptual exposition avoids unnecessary mathematical details and focuses on concrete examples in order to ensure a better understanding of the proposed techniques.Results are well-illustrated by figures and tables.

Автор: J. Franke; W. H?rdle; D. Martin
Название: Robust and Nonlinear Time Series Analysis
ISBN: 038796102X ISBN-13(EAN): 9780387961026
Издательство: Springer
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Цена: 111790.00 T
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Описание: Classical time series methods are based on the assumption that a particular stochastic process model generates the observed data.

Автор: Benedikt M. P?tscher; Ingmar R. Prucha
Название: Dynamic Nonlinear Econometric Models
ISBN: 3642083099 ISBN-13(EAN): 9783642083099
Издательство: Springer
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Цена: 194730.00 T
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Описание: In two articles in Econometric Reviews, i.e., Poetscher and Prucha {1991a,b), we provided -an expository discussion of the basic structure of the asymptotic theory of M-estimators in dynamic nonlinear models and a review of the literature up to the beginning of this decade.

Автор: Hisashi Tanizaki
Название: Nonlinear Filters
ISBN: 364208253X ISBN-13(EAN): 9783642082535
Издательство: Springer
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Цена: 158380.00 T
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Описание: Nonlinear and nonnormal filters are introduced and developed. Traditional nonlinear filters such as the extended Kalman filter and the Gaussian sum filter give biased filtering estimates, and therefore several nonlinear and nonnormal filters have been derived from the underlying probability density functions.

Автор: Gao, Jiti
Название: Nonlinear Time Series
ISBN: 1584886137 ISBN-13(EAN): 9781584886136
Издательство: Taylor&Francis
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Цена: 163330.00 T
Наличие на складе: Нет в наличии.

Автор: Alain Goergen; Thierry Vialar
Название: Complex and Chaotic Nonlinear Dynamics
ISBN: 3642099475 ISBN-13(EAN): 9783642099472
Издательство: Springer
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Цена: 194730.00 T
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Описание: This book brings together an extensive body of knowledge regarding complex dynamics from various academic disciplines. It includes numerous examples and applications, almost 700 illustrations and numerical simulations based on the use of Matlab.