Non-Gaussian Autoregressive-Type Time Series PDF Download
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Author: N. Balakrishna
Publisher: Springer Nature
ISBN: 9811681627
Category : Mathematics
Languages : en
Pages : 238
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Book Description
This book brings together a variety of non-Gaussian autoregressive-type models to analyze time-series data. This book collects and collates most of the available models in the field and provide their probabilistic and inferential properties. This book classifies the stationary time-series models into different groups such as linear stationary models with non-Gaussian innovations, linear stationary models with non-Gaussian marginal distributions, product autoregressive models and minification models. Even though several non-Gaussian time-series models are available in the literature, most of them are focusing on the model structure and the probabilistic properties.
Author: N. Balakrishna
Publisher: Springer Nature
ISBN: 9811681627
Category : Mathematics
Languages : en
Pages : 238
Get Book Here
Book Description
This book brings together a variety of non-Gaussian autoregressive-type models to analyze time-series data. This book collects and collates most of the available models in the field and provide their probabilistic and inferential properties. This book classifies the stationary time-series models into different groups such as linear stationary models with non-Gaussian innovations, linear stationary models with non-Gaussian marginal distributions, product autoregressive models and minification models. Even though several non-Gaussian time-series models are available in the literature, most of them are focusing on the model structure and the probabilistic properties.
Author: Leanna Marisa Tedesco
Publisher:
ISBN:
Category : Autoregression (Statistics)
Languages : en
Pages : 274
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Book Description
Author: Kamil Feridun Turkman
Publisher: Springer
ISBN: 3319070282
Category : Mathematics
Languages : en
Pages : 255
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Book Description
This book offers a useful combination of probabilistic and statistical tools for analyzing nonlinear time series. Key features of the book include a study of the extremal behavior of nonlinear time series and a comprehensive list of nonlinear models that address different aspects of nonlinearity. Several inferential methods, including quasi likelihood methods, sequential Markov Chain Monte Carlo Methods and particle filters, are also included so as to provide an overall view of the available tools for parameter estimation for nonlinear models. A chapter on integer time series models based on several thinning operations, which brings together all recent advances made in this area, is also included. Readers should have attended a prior course on linear time series, and a good grasp of simulation-based inferential methods is recommended. This book offers a valuable resource for second-year graduate students and researchers in statistics and other scientific areas who need a basic understanding of nonlinear time series.
Author: G. K. Grunwald
Publisher:
ISBN:
Category : Nonparametric statistics
Languages : en
Pages : 23
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Book Description
Author: Henry W. Block
Publisher: IMS
ISBN: 9780940600232
Category : Mathematical statistics
Languages : en
Pages : 558
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Book Description
Author: Murray Rosenblatt
Publisher: Springer
ISBN: 9781461270676
Category : Mathematics
Languages : en
Pages : 0
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Book Description
The principal focus here is on autoregressive moving average models and analogous random fields, with probabilistic and statistical questions also being discussed. The book contrasts Gaussian models with noncausal or noninvertible (nonminimum phase) non-Gaussian models and deals with problems of prediction and estimation. New results for nonminimum phase non-Gaussian processes are exposited and open questions are noted. Intended as a text for gradutes in statistics, mathematics, engineering, the natural sciences and economics, the only recommendation is an initial background in probability theory and statistics. Notes on background, history and open problems are given at the end of the book.
Author: Maurice Bertram Priestley
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 258
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Book Description
Author: Cristiano Augusto Coelho Fernandes
Publisher:
ISBN:
Category :
Languages : en
Pages : 492
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Book Description
Author:
Publisher:
ISBN:
Category : Aeronautics
Languages : en
Pages : 1368
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Book Description
Author: Michael Benjamin
Publisher:
ISBN:
Category :
Languages : en
Pages : 344
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Book Description
