Elements of Nonlinear Time Series Analysis and Forecasting
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Elements of Nonlinear Time Series Analysis and Forecasting
De Gooijer, Jan G.
Springer International Publishing AG
07/2018
618
Mole
Inglês
9783319827704
15 a 20 dias
1200
Descrição não disponível.
Introduction and Some Basic Concepts.- Classic Nonlinear Models.- Probabilistic Properties.- Frequency-Domain Tests.- Time-Domain Linearity Tests.- Model Estimation, Selection and Checking.- Tests for Serial Independence.- Time-Reversibility.- Semi- and Nonparametric Forecasting.- Forecasting Vector Parametric Models and Methods.- Vector Semi- and Nonparametric Methods.
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nonlinear time series;ARMA model;AR-GARCH model;time-domain linearity test;model selection;high dimensional tests;frequency domain tests;tests for serial independence;nonparametric forecasting
Introduction and Some Basic Concepts.- Classic Nonlinear Models.- Probabilistic Properties.- Frequency-Domain Tests.- Time-Domain Linearity Tests.- Model Estimation, Selection and Checking.- Tests for Serial Independence.- Time-Reversibility.- Semi- and Nonparametric Forecasting.- Forecasting Vector Parametric Models and Methods.- Vector Semi- and Nonparametric Methods.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
