Nonlinear Time Series: Theory, Methods and Applications with R Examples (Chapman & Hall/CRC Texts in Statistical Science) - Image 1

£90.00

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

Name: Nonlinear Time Series: Theory, Methods and Applications with R Examples (Chapman & Hall/CRC Texts in Statistical Science)
Brand: CRC Press
Price: 90.0 GBP
Availability: InStock

Econometrics

Same price for 24 weeks. Today is much like next week.

£90 for 169 days straight · last change was Sep 2025

NEW HERE?

Amazon shows you one price. We show you all of them.

Tosheroon watches Amazon prices so you don't have to. Every product on Amazon has a price history — we make it visible. Set the price you'd actually pay, and we'll email you the second it gets there. No app, no account, one email.

WHAT'S ON THIS PAGE

↓ Price chart
when this has been cheap or pricey

↓ Forecast
where the price is heading next

↓ Statistics
all-time high & low, recent range

↑ Price alert
name your number, we'll email you

Price History & Forecast

Grey patches = out of stock. Cheaper = lower on the chart. Hover for exact prices.

Last 638 days • 638 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 638 days • 7 price levels

Days at Price

Current Price

Price Analysis

Most common price: £90 (494 days, 77.4%)

Price range: £81 - £130

Price levels: 7 different prices over 638 days

Description

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.

Product Specifications

Brand: CRC Press
Format: Hardcover
ASIN: 1466502258
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 06 January 2014
Listed Since: 02 September 2011

Barcode

No barcode data available

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

Same price for 24 weeks. Today is much like next week.

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

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

Long-Memory Time Series: Theory and Methods (Wiley Series in Probability and Statistics)

Large Sample Inference For Long Memory Processes

Time Series Analysis (Chapman & Hall/CRC Texts in Statistical Science)

Uncertainty Analysis in Econometrics with Applications: 200 (Advances in Intelligent Systems and Computing, 200)

Time Series Analysis and Its Applications: With R Examples (Springer Texts in Statistics)

Dependence in Probability and Statistics: 187 (Lecture Notes in Statistics, 187)

Time Series Analysis and Its Applications: With R Examples (Springer Texts in Statistics)

Time Series: Modeling, Computation, and Inference, Second Edition (Chapman & Hall/CRC Texts in Statistical Science)

Introduction to Time Series Modeling with Applications in R (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

Linear Time Series with MATLAB and OCTAVE (Statistics and Computing)

Dynamic Models for Volatility and Heavy Tails: With Applications to Financial and Economic Time Series: 52 (Econometric Society Monographs, Series Number 52)

The Analysis of Time Series: Theory and Practice (Monographs on Statistics and Applied Probability)

Multivariate Time Series Analysis and Applications (Wiley Series in Probability and Statistics)

Time Series Modelling with Unobserved Components

State-Space Methods for Time Series Analysis: Theory, Applications and Software (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

Elements of Applied Stochastic Processes: 378 (Wiley Series in Probability and Statistics)

Time Series Modelling with Unobserved Components

Probability with Applications in Engineering, Science, and Technology: Revised and Updated (Springer Texts in Statistics)

Applied Time Series Analysis and Forecasting with Python (Statistics and Computing)

Nonlinear Time Series Analysis: 891 (Wiley Series in Probability and Statistics)

Time Series: Modeling, Computation, and Inference, Second Edition (Chapman & Hall/CRC Texts in Statistical Science)

Multivariate Time Series Analysis: With R and Financial Applications (Wiley Series in Probability and Statistics)

Time Series Analysis with Long Memory in View (Wiley Series in Probability and Statistics)