Nonlinear Time Series Analysis

by Rong Chen, Ruey S Tsay, Ruey S. Tsay

A comprehensive resource that draws a balance between theory and applications of nonlinear time series analysis

Nonlinear Time Series Analysis offers an important guide to both parametric and nonparametric methods, nonlinear state-space models, and Bayesian as well as classical approaches to nonlinear time series analysis. The authors--noted experts in the field--explore the advantages and limitations of the nonlinear models...

• Format: Hardcover
• Language: English
• ISBN: 1119264057
• ISBN13: 9781119264057
• Release Date: October 2018
• Publisher: Wiley
• Length: 512 Pages
• Weight: 1.80 lbs.
• Dimensions: 1.2" x 6.2" x 9.1"