Stochastic Models for Time Series

• Main Author: Doukhan, Paul (Author, http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2018.
• Edition: 1st ed. 2018.
• Series: Mathématiques et Applications, 80
• Subjects: Statistics .; Probabilities.; Econometrics.; Dynamics.; Ergodic theory.; Statistical Theory and Methods.; Probability Theory and Stochastic Processes.; Dynamical Systems and Ergodic Theory.

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...