Cargando…

Non-Linear Time Series Extreme Events and Integer Value Problems /

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. Se...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Turkman, Kamil Feridun (Autor), Scotto, Manuel González (Autor), de Zea Bermudez, Patrícia (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cham : Springer International Publishing : Imprint: Springer, 2014.
Edición:1st ed. 2014.
Temas:
Acceso en línea:Texto Completo

MARC

LEADER 00000nam a22000005i 4500
001 978-3-319-07028-5
003 DE-He213
005 20220113024058.0
007 cr nn 008mamaa
008 140929s2014 sz | s |||| 0|eng d
020 |a 9783319070285  |9 978-3-319-07028-5 
024 7 |a 10.1007/978-3-319-07028-5  |2 doi 
050 4 |a QA276-280 
072 7 |a PBT  |2 bicssc 
072 7 |a MAT029000  |2 bisacsh 
072 7 |a PBT  |2 thema 
082 0 4 |a 519.5  |2 23 
100 1 |a Turkman, Kamil Feridun.  |e author.  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
245 1 0 |a Non-Linear Time Series  |h [electronic resource] :  |b Extreme Events and Integer Value Problems /  |c by Kamil Feridun Turkman, Manuel González Scotto, Patrícia de Zea Bermudez. 
250 |a 1st ed. 2014. 
264 1 |a Cham :  |b Springer International Publishing :  |b Imprint: Springer,  |c 2014. 
300 |a XII, 245 p. 41 illus.  |b online resource. 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
347 |a text file  |b PDF  |2 rda 
505 0 |a 1.Introduction -- 2.Nonlinear Time Series Models -- 3.Extremes of Nonlinear Time Series -- 4.Inference for Nonlinear Time Series Models -- 5.Models for Integer-valued Time Series. 
520 |a 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. 
650 0 |a Statistics . 
650 0 |a Mathematics. 
650 0 |a Econometrics. 
650 0 |a Environmental sciences-Mathematics. 
650 1 4 |a Statistical Theory and Methods. 
650 2 4 |a Mathematics. 
650 2 4 |a Econometrics. 
650 2 4 |a Mathematical Applications in Environmental Science. 
700 1 |a Scotto, Manuel González.  |e author.  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
700 1 |a de Zea Bermudez, Patrícia.  |e author.  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
710 2 |a SpringerLink (Online service) 
773 0 |t Springer Nature eBook 
776 0 8 |i Printed edition:  |z 9783319070292 
776 0 8 |i Printed edition:  |z 9783319070278 
776 0 8 |i Printed edition:  |z 9783319348711 
856 4 0 |u https://doi.uam.elogim.com/10.1007/978-3-319-07028-5  |z Texto Completo 
912 |a ZDB-2-SMA 
912 |a ZDB-2-SXMS 
950 |a Mathematics and Statistics (SpringerNature-11649) 
950 |a Mathematics and Statistics (R0) (SpringerNature-43713)