Nonlinear Time Series Analysis
$359.34
- Hardcover
512 pages
- Release Date
4 October 2018
Summary
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 and methods and review the improvements upon linear time ser…
Book Details
| ISBN-13: | 9781119264057 |
|---|---|
| ISBN-10: | 1119264057 |
| Author: | Ruey S. Tsay, Rong Chen |
| Publisher: | John Wiley & Sons Inc |
| Imprint: | John Wiley & Sons Inc |
| Format: | Hardcover |
| Number of Pages: | 512 |
| Release Date: | 4 October 2018 |
| Weight: | 816g |
| Dimensions: | 231mm x 160mm x 31mm |
| Series: | Wiley Series in Probability and Statistics |
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About The Author
Ruey S. Tsay
RUEY S. TSAY, PHD, is H.G.B. Alexander Professor of Econometrics and Statistics at The University of Chicago Booth School of Business. He is a fellow of the American Statistical Association and the Institute of Mathematical Statistics.Dr. Tsay is author of Analysis of Financial Time Series, Multivariate Time Series Analysis, and An Introduction to Analysis of Financial Data with R all published by Wiley.
RONG CHEN, PHD, is Distinguished Professor of Statistics and Director of the Master programs in Financial Statistics and Risk Management and in Data Science at Rutgers University. He is a fellow of the American Statistical Association and the Institute of Mathematical Statistics.
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