Nonlinear Time Series: Theory, Methods and Applications with R Examples (Chapman & Hall/CRC Texts in Statistical Science)

0 avg rating
( 0 ratings by Goodreads )
 
9781466502253: Nonlinear Time Series: Theory, Methods and Applications with R Examples (Chapman & Hall/CRC Texts in Statistical Science)
View all copies of this ISBN edition:
 
 

Designed for researchers and students, Nonlinear Times Series: Theory, Methods and Applications with R Examples familiarizes readers with the principles behind nonlinear time series models―without overwhelming them with difficult mathematical developments. By focusing on basic principles and theory, the authors give readers the background required to craft their own stochastic models, numerical methods, and software. They will also be able to assess the advantages and disadvantages of different approaches, and thus be able to choose the right methods for their purposes.

The first part can be seen as a crash course on "classical" time series, with a special emphasis on linear state space models and detailed coverage of random coefficient autoregressions, both ARCH and GARCH models. The second part introduces Markov chains, discussing stability, the existence of a stationary distribution, ergodicity, limit theorems, and statistical inference. The book concludes with a self-contained account on nonlinear state space and sequential Monte Carlo methods. An elementary introduction to nonlinear state space modeling and sequential Monte Carlo, this section touches on current topics, from the theory of statistical inference to advanced computational methods.

The book can be used as a support to an advanced course on these methods, or an introduction to this field before studying more specialized texts. Several chapters highlight recent developments such as explicit rate of convergence of Markov chains and sequential Monte Carlo techniques. And while the chapters are organized in a logical progression, the three parts can be studied independently.

Statistics is not a spectator sport, so the book contains more than 200 exercises to challenge readers. These problems strengthen intellectual muscles strained by the introduction of new theory and go on to extend the theory in significant ways. The book helps readers hone their skills in nonlinear time series analysis and their applications.

"synopsis" may belong to another edition of this title.

Review:

"This book is very suitable for mathematicians requiring a very rigorous and complete introduction to nonlinear time series and their applications in several fields."
Zentralblatt MATH 1306

"This book focuses on theory and methods, with applications in mind. It is quite theory-heavy, with many rigorously established theoretical results. ...It is also very timely and covers many recent developments in nonlinear time series analysis... readers can get a very up-to-date view of the current developments in nonlinear time series analysis from this book."
―Journal of the American Statistical Association, December 2014

"... the book will definitely help readers who are very mathematically inclined and keen on rigour and interested in further pursuing the probabilistic aspects of nonlinear time series. I have no doubt the book will be useful and timely, and I have no hesitation in recommending the book ... ."
―T. Subba Rao, Journal of Time Series Analysis, 2014

"About this title" may belong to another edition of this title.

Buy New View Book
List Price: US$ 115.00
US$ 82.74

Convert currency

Shipping: FREE
From India to U.S.A.

Destination, rates & speeds

Add to Basket

Top Search Results from the AbeBooks Marketplace

1.

Douc Randal Et.Al
Published by Crc Press, UK (2014)
ISBN 10: 1466502258 ISBN 13: 9781466502253
New Hardcover Quantity Available: 10
Seller:
STM Book Stores
(New Delhi, DELHI, India)
Rating
[?]

Book Description Crc Press, UK, 2014. Hardcover. Condition: Brand New. Book Condition:- Brand New. Secured Packaging. Fast DeliveryBookseller Inventory # STM-9781466502253. book. Seller Inventory # STM-9781466502253

More information about this seller | Contact this seller

Buy New
US$ 82.74
Convert currency

Add to Basket

Shipping: FREE
From India to U.S.A.
Destination, rates & speeds

2.

DOUC RANDAL ET.AL
ISBN 10: 1466502258 ISBN 13: 9781466502253
New Quantity Available: 2
Seller:
firstbookstore
(New Delhi, India)
Rating
[?]

Book Description Condition: Brand New. Brand New Original US Edition, Perfect Condition. Printed in English. Excellent Quality, Service and customer satisfaction guaranteed!. Seller Inventory # AINDN-17360

More information about this seller | Contact this seller

Buy New
US$ 84.98
Convert currency

Add to Basket

Shipping: FREE
From India to U.S.A.
Destination, rates & speeds

3.

Moulines, Eric
ISBN 10: 1466502258 ISBN 13: 9781466502253
New Quantity Available: 2
Seller:
GreatBookPrices
(Columbia, MD, U.S.A.)
Rating
[?]

Book Description Condition: New. Seller Inventory # 19997240-n

More information about this seller | Contact this seller

Buy New
US$ 86.94
Convert currency

Add to Basket

Shipping: US$ 2.64
Within U.S.A.
Destination, rates & speeds

4.

DOUC RANDAL ET.AL
ISBN 10: 1466502258 ISBN 13: 9781466502253
New Quantity Available: 2
Seller:
Romtrade Corp.
(STERLING HEIGHTS, MI, U.S.A.)
Rating
[?]

Book Description Condition: New. Brand New Original US Edition.We Ship to PO BOX Address also. EXPEDITED shipping option also available for faster delivery.This item may ship fro the US or other locations in India depending on your location and availability. Seller Inventory # AUSBNN-17360

More information about this seller | Contact this seller

Buy New
US$ 89.59
Convert currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, rates & speeds

5.

Douc Randal Stoffer David Moulines Eric
Published by Taylor & Francis Group
ISBN 10: 1466502258 ISBN 13: 9781466502253
New Quantity Available: 4
Print on Demand
Seller:
Majestic Books
(London, ,, United Kingdom)
Rating
[?]

Book Description Taylor & Francis Group. Condition: New. pp. 551 This item is printed on demand. Seller Inventory # 57085194

More information about this seller | Contact this seller

Buy New
US$ 86.72
Convert currency

Add to Basket

Shipping: US$ 7.23
From United Kingdom to U.S.A.
Destination, rates & speeds

6.

Eric Moulines, David S. Stoffer, Randal Douc
Published by Taylor & Francis Inc, United States (2014)
ISBN 10: 1466502258 ISBN 13: 9781466502253
New Hardcover Quantity Available: 10
Seller:
Book Depository International
(London, United Kingdom)
Rating
[?]

Book Description Taylor & Francis Inc, United States, 2014. Hardback. Condition: New. Language: English. Brand new Book. Designed for researchers and students, Nonlinear Times Series: Theory, Methods and Applications with R Examples familiarizes readers with the principles behind nonlinear time series models-without overwhelming them with difficult mathematical developments. By focusing on basic principles and theory, the authors give readers the background required to craft their own stochastic models, numerical methods, and software. They will also be able to assess the advantages and disadvantages of different approaches, and thus be able to choose the right methods for their purposes.The first part can be seen as a crash course on "classical" time series, with a special emphasis on linear state space models and detailed coverage of random coefficient autoregressions, both ARCH and GARCH models. The second part introduces Markov chains, discussing stability, the existence of a stationary distribution, ergodicity, limit theorems, and statistical inference. The book concludes with a self-contained account on nonlinear state space and sequential Monte Carlo methods. An elementary introduction to nonlinear state space modeling and sequential Monte Carlo, this section touches on current topics, from the theory of statistical inference to advanced computational methods. The book can be used as a support to an advanced course on these methods, or an introduction to this field before studying more specialized texts. Several chapters highlight recent developments such as explicit rate of convergence of Markov chains and sequential Monte Carlo techniques. And while the chapters are organized in a logical progression, the three parts can be studied independently. Statistics is not a spectator sport, so the book contains more than 200 exercises to challenge readers. These problems strengthen intellectual muscles strained by the introduction of new theory and go on to extend the theory in significant ways. The book helps readers hone their skills in nonlinear time series analysis and their applications. Seller Inventory # AA69781466502253

More information about this seller | Contact this seller

Buy New
US$ 98.12
Convert currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, rates & speeds

7.

Eric Moulines, David S. Stoffer, Randal Douc
Published by Taylor & Francis Inc
ISBN 10: 1466502258 ISBN 13: 9781466502253
New Hardcover Quantity Available: 1
Seller:
THE SAINT BOOKSTORE
(Southport, United Kingdom)
Rating
[?]

Book Description Taylor & Francis Inc. Hardback. Condition: new. BRAND NEW, Nonlinear Time Series: Theory, Methods and Applications with R Examples, Eric Moulines, David S. Stoffer, Randal Douc, Designed for researchers and students, Nonlinear Times Series: Theory, Methods and Applications with R Examples familiarizes readers with the principles behind nonlinear time series models-without overwhelming them with difficult mathematical developments. By focusing on basic principles and theory, the authors give readers the background required to craft their own stochastic models, numerical methods, and software. They will also be able to assess the advantages and disadvantages of different approaches, and thus be able to choose the right methods for their purposes. The first part can be seen as a crash course on "classical" time series, with a special emphasis on linear state space models and detailed coverage of random coefficient autoregressions, both ARCH and GARCH models. The second part introduces Markov chains, discussing stability, the existence of a stationary distribution, ergodicity, limit theorems, and statistical inference. The book concludes with a self-contained account on nonlinear state space and sequential Monte Carlo methods. An elementary introduction to nonlinear state space modeling and sequential Monte Carlo, this section touches on current topics, from the theory of statistical inference to advanced computational methods. The book can be used as a support to an advanced course on these methods, or an introduction to this field before studying more specialized texts. Several chapters highlight recent developments such as explicit rate of convergence of Markov chains and sequential Monte Carlo techniques. And while the chapters are organized in a logical progression, the three parts can be studied independently. Statistics is not a spectator sport, so the book contains more than 200 exercises to challenge readers. These problems strengthen intellectual muscles strained by the introduction of new theory and go on to extend the theory in significant ways. The book helps readers hone their skills in nonlinear time series analysis and their applications. Seller Inventory # B9781466502253

More information about this seller | Contact this seller

Buy New
US$ 90.15
Convert currency

Add to Basket

Shipping: US$ 9.12
From United Kingdom to U.S.A.
Destination, rates & speeds

8.

Randal Douc; Eric Moulines; David Stoffer
ISBN 10: 1466502258 ISBN 13: 9781466502253
New Quantity Available: 3
Seller:
Speedy Hen LLC
(Sunrise, FL, U.S.A.)
Rating
[?]

Book Description Condition: New. Bookseller Inventory # ST1466502258. Seller Inventory # ST1466502258

More information about this seller | Contact this seller

Buy New
US$ 99.39
Convert currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, rates & speeds

9.

Randal Douc
Published by Chapman and Hall/CRC (2014)
ISBN 10: 1466502258 ISBN 13: 9781466502253
New Quantity Available: > 20
Seller:
Books2Anywhere
(Fairford, GLOS, United Kingdom)
Rating
[?]

Book Description Chapman and Hall/CRC, 2014. HRD. Condition: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Seller Inventory # FT-9781466502253

More information about this seller | Contact this seller

Buy New
US$ 88.51
Convert currency

Add to Basket

Shipping: US$ 11.83
From United Kingdom to U.S.A.
Destination, rates & speeds

10.

Eric Moulines, David S. Stoffer, Randal Douc
Published by Taylor Francis Inc, United States (2014)
ISBN 10: 1466502258 ISBN 13: 9781466502253
New Hardcover Quantity Available: 10
Seller:
The Book Depository
(London, United Kingdom)
Rating
[?]

Book Description Taylor Francis Inc, United States, 2014. Hardback. Condition: New. Language: English . Brand New Book. Designed for researchers and students, Nonlinear Times Series: Theory, Methods and Applications with R Examples familiarizes readers with the principles behind nonlinear time series models-without overwhelming them with difficult mathematical developments. By focusing on basic principles and theory, the authors give readers the background required to craft their own stochastic models, numerical methods, and software. They will also be able to assess the advantages and disadvantages of different approaches, and thus be able to choose the right methods for their purposes. The first part can be seen as a crash course on classical time series, with a special emphasis on linear state space models and detailed coverage of random coefficient autoregressions, both ARCH and GARCH models. The second part introduces Markov chains, discussing stability, the existence of a stationary distribution, ergodicity, limit theorems, and statistical inference. The book concludes with a self-contained account on nonlinear state space and sequential Monte Carlo methods. An elementary introduction to nonlinear state space modeling and sequential Monte Carlo, this section touches on current topics, from the theory of statistical inference to advanced computational methods. The book can be used as a support to an advanced course on these methods, or an introduction to this field before studying more specialized texts. Several chapters highlight recent developments such as explicit rate of convergence of Markov chains and sequential Monte Carlo techniques. And while the chapters are organized in a logical progression, the three parts can be studied independently. Statistics is not a spectator sport, so the book contains more than 200 exercises to challenge readers. These problems strengthen intellectual muscles strained by the introduction of new theory and go on to extend the theory in significant ways. The book helps readers hone their skills in nonlinear time series analysis and their applications. Seller Inventory # AA69781466502253

More information about this seller | Contact this seller

Buy New
US$ 101.67
Convert currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, rates & speeds

There are more copies of this book

View all search results for this book