Udvidet returret til d. 31. januar 2025

Bøger af Douglas M. Patterson

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  • - A Toolkit for Detecting and Identifying Nonlinear Serial Dependence
    af Douglas M. Patterson
    1.673,95 kr.

  • - A Toolkit for Detecting and Identifying Nonlinear Serial Dependence
    af Douglas M. Patterson & Richard A. Ashley
    1.715,95 kr.

    Provides the reader with both the statistical background and the software tools for detecting nonlinear behavior in time series data. This book describes various detection techniques including Engle's LaGrange Multiplier test for conditional hetero-skedasticity and tests based on the correlation dimension and on the estimated bispectrum.

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