Non-Linear Time Series Extreme Events and Integer Value Problems /

• Main Authors: Turkman, Kamil Feridun (Author), Scotto, Manuel González (Author), Zea Bermudez, Patrícia de (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2014.
• Subjects: Statistics.; Mathematics.; Environmental sciences.; Econometrics.; Statistical Theory and Methods.; Mathematics, general.; Math. Appl. in Environmental Science.

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. Se...

Table of Contents:

• 1.Introduction
• 2.Nonlinear Time Series Models
• 3.Extremes of Nonlinear Time Series
• 4.Inference for Nonlinear Time Series Models
• 5.Models for Integer-valued Time Series.