9783319432519-3319432516-Elements of Nonlinear Time Series Analysis and Forecasting (Springer Series in Statistics)

Elements of Nonlinear Time Series Analysis and Forecasting (Springer Series in Statistics)

ISBN-13: 9783319432519
ISBN-10: 3319432516
Edition: 1st ed. 2017
Author: De Gooijer, Jan G.
Publication date: 2017
Publisher: Springer
Format: Hardcover 639 pages
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Book details

ISBN-13: 9783319432519
ISBN-10: 3319432516
Edition: 1st ed. 2017
Author: De Gooijer, Jan G.
Publication date: 2017
Publisher: Springer
Format: Hardcover 639 pages

Summary

Acknowledged authors De Gooijer, Jan G. wrote Elements of Nonlinear Time Series Analysis and Forecasting (Springer Series in Statistics) comprising 639 pages back in 2017. Textbook and eTextbook are published under ISBN 3319432516 and 9783319432519. Since then Elements of Nonlinear Time Series Analysis and Forecasting (Springer Series in Statistics) textbook was available to sell back to BooksRun online for the top buyback price or rent at the marketplace.

Description

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. Avoiding a “theorem-proof” format, it shows concrete applications on a variety of empirical time series. The book can be used in graduate courses in nonlinear time series and at the same time also includes interesting material for more advanced readers. Though it is largely self-contained, readers require an understanding of basic linear time series concepts, Markov chains and Monte Carlo simulation methods.

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.

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