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Elements of nonlinear time series analysis and forecasting / Jan G. De Gooijer.

By: Material type: TextTextSeries: Springer series in statisticsPublication details: Cham : Springer, 2017.Description: xxi, 618 pages : illustrations (some color) ; 27 cmISBN:
  • 9783319432519 (alk. paper)
Subject(s): DDC classification:
  • 000SA.3 23 D319
Contents:
1. Introduction and some basic concepts -- 2. Classic nonlinear models -- 3. Probabilistic properties -- 4. Frequency-domain tests -- 5. Time-domain linearity tests -- 6. Model estimation, selection, and checking -- 7. Tests for serial independence -- 8. Time-reversibility -- 9. Semi-and nonparametric forecasting -- 10. Forecasting -- 11. Vector parametric models and methods -- 12. Vector semi-and nonparametric methods.
Summary: This book provides an overview of the current state-of-the-art of nonlinear time series analysis, richly illustrated with examples, pseudocode algorithms and real-world applications.
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Holdings
Item type Current library Call number Status Date due Barcode Item holds
Books ISI Library, Kolkata 000SA.3 D319 (Browse shelf(Opens below)) Available 138268
Total holds: 0

Includes bibliographical references and index.

1. Introduction and some basic concepts --
2. Classic nonlinear models --
3. Probabilistic properties --
4. Frequency-domain tests --
5. Time-domain linearity tests --
6. Model estimation, selection, and checking --
7. Tests for serial independence --
8. Time-reversibility --
9. Semi-and nonparametric forecasting --
10. Forecasting --
11. Vector parametric models and methods --
12. Vector semi-and nonparametric methods.

This book provides an overview of the current state-of-the-art of nonlinear time series analysis, richly illustrated with examples, pseudocode algorithms and real-world applications.

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