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Nonlinear Time Series Workshop - Douglas M. Patterson - Bog

- A Toolkit for Detecting and Identifying Nonlinear Serial Dependence

Bag om Nonlinear Time Series Workshop

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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  • Sprog:
  • Engelsk
  • ISBN:
  • 9780792386742
  • Indbinding:
  • Hardback
  • Sideantal:
  • 201
  • Udgivet:
  • 31. oktober 1999
  • Udgave:
  • 2000
  • Størrelse:
  • 234x156x14 mm.
  • Vægt:
  • 1080 g.
  • 8-11 hverdage.
  • 20. november 2024
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  • BLACK NOVEMBER

Medlemspris

Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Nonlinear Time Series Workshop

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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