Name: a nonlinear time series workshop
SKU: 3410094
Price: 146.04 EUR
Availability: InStock
Author: ashley,patterson
ISBN: 9780792386742

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portada a nonlinear time series workshop

Type

Physical Book

Publisher

Springer

Author

ashley,patterson

Language

English

Pages

216

ISBN

0792386744

ISBN13

9780792386742

Synopsis "a nonlinear time series workshop"

the complex dynamic behavior exhibited by many nonlinear systems - chaos, episodic volatility bursts, stochastic regimes switching - has attracted a good deal of attention in recent years. a nonlinear time series workshop provides the reader with both the statistical background and the software tools necessary for detecting nonlinear behavior in time series data. the most useful existing detection techniques are described, including engles lagrange multiplier test for conditional hetero-skedasticity and tests based on the correlation dimension and on the estimated bispectrum. these techniques are illustrated using actual data from fields such as economics, finance, engineering, and geophysics.