Nonlinear times series theory, methods and applications with R examples

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 app...

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Bibliographic Details

Main Authors:	Douc, Randal author, Moulines, Eric (Author), Stoffer, David S. (Author)
Format:	Book
Language:	English
Published:	Boca Raton CRC Press, Taylor & Francis Group [2014]
Series:	Texts in statistical science
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