Stochastic models for time series

This book presents essential tools for modelling non-linear time series. The first part of the book describes the main standard tools of probability and statistics that directly apply to the time series context to obtain a wide range of modelling possibilities. Functional estimation and bootstrap ar...

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Main Author: Doukhan, Paul,
Other Authors: SpringerLink (Online service)
Format: eBook
Language: English
Published: Cham : Springer, 2018.
Physical Description: 1 online resource (xx, 308 pages) : illustrations.
Series: Mathématiques & applications ; 80.
Subjects:

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