Nonlinear Time Series: Theory, Methods and Applications with R Examples

by Eric Moulines, Randal Douc, David Stoffer

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...

• Format: Hardcover
• Language: English
• ISBN: 1466502258
• ISBN13: 9781466502253
• Release Date: January 2014
• Publisher: CRC Press
• Length: 552 Pages
• Weight: 2.02 lbs.
• Dimensions: 1.4" x 6.4" x 9.3"