Nonlinear time series analysis / Ruey S. Tsay and Rong Chen.

A comprehensive resource that draws a balance between theory and applications of nonlinear time series analysis Nonlinear Time Series Analysis offers an important guide to both parametric and nonparametric methods, nonlinear state-space models, and Bayesian as well as classical approaches to nonline...

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Bibliographic Details

Online Access:	Full Text (via ProQuest)
Main Authors:	Tsay, Ruey S., 1951- (Author), Chen, Rong, 1963- (Author)
Format:	eBook
Language:	English
Published:	Hoboken, NJ : John Wiley & Sons, 2019.
Series:	Wiley series in probability and statistics.
Subjects:	Time-series analysis. Nonlinear theories.