Stochastic Models for Time Series
-15%
portes grátis
Stochastic Models for Time Series
Doukhan, Paul
Springer International Publishing AG
05/2018
308
Mole
Inglês
9783319769370
15 a 20 dias
510
Descrição não disponível.
Part I Independence and Stationarity.- 1 Probability and Independence.- 2 Gaussian convergence and inequalities.- 3 Estimation concepts.- 4 Stationarity.- Part II Models of time series.- 5 Gaussian chaos.- 6 Linear processes.- 7 Non-linear processes.- 8 Associated processes.- Part III Dependence.- 9 Dependence.- 10 Long-range dependence.- 11 Short-range dependence.- 12 Moments and cumulants.- Appendices.- A Probability and distributions.- B Convergence and processes.- C R scripts used for the gures.- Index- List of figures.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
60G10 37M10 32A25 60F05 60F15 60G18;60G12 60J05 62J12 62M10 62M15 91B84;Non-linear time series;Integer valued models;Markov chains;Stochastic processes;Gaussian convergence;Spectral estimation;Memory models;LARCH-type models;Weak dependence conditions;Functional estimation;Bootstrap;Non-Markove linear models
Part I Independence and Stationarity.- 1 Probability and Independence.- 2 Gaussian convergence and inequalities.- 3 Estimation concepts.- 4 Stationarity.- Part II Models of time series.- 5 Gaussian chaos.- 6 Linear processes.- 7 Non-linear processes.- 8 Associated processes.- Part III Dependence.- 9 Dependence.- 10 Long-range dependence.- 11 Short-range dependence.- 12 Moments and cumulants.- Appendices.- A Probability and distributions.- B Convergence and processes.- C R scripts used for the gures.- Index- List of figures.
Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.
60G10 37M10 32A25 60F05 60F15 60G18;60G12 60J05 62J12 62M10 62M15 91B84;Non-linear time series;Integer valued models;Markov chains;Stochastic processes;Gaussian convergence;Spectral estimation;Memory models;LARCH-type models;Weak dependence conditions;Functional estimation;Bootstrap;Non-Markove linear models
