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A Nonlinear Time Series Workshop: A Toolkit for Detecting and Identifying Nonlinear Serial Dependence - Dynamic Modeling and Econometrics in Economics and Finance 2000 edition
Douglas M. Patterson
A Nonlinear Time Series Workshop: A Toolkit for Detecting and Identifying Nonlinear Serial Dependence - Dynamic Modeling and Econometrics in Economics and Finance 2000 edition
Douglas M. Patterson
Provides the reader with both the statistical background and the software tools for detecting nonlinear behavior in time series data. This book describes various detection techniques including Engle's LaGrange Multiplier test for conditional hetero-skedasticity and tests based on the correlation dimension and on the estimated bispectrum.
201 pages, biography
Mídia | Livros Hardcover Book (Livro com lombada e capa dura) |
Lançado | 31 de outubro de 1999 |
ISBN13 | 9780792386742 |
Editoras | Springer |
Páginas | 201 |
Dimensões | 155 × 235 × 14 mm · 489 g |
Idioma | English |
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