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Threshold Models in Non-linear Time Series Analysis - H. Tong
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Threshold Models in Non-linear Time Series Analysis - Paperback

2001, ISBN: 9780387909189

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Threshold Models in Non-linear Time Series Analysis by H. Tong Paperback | Indigo Chapters - new book

ISBN: 9780387909189

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H. Tong:
Threshold Models in Non-linear Time Series Analysis - Paperback

1983

ISBN: 0387909184

[EAN: 9780387909189], Neubuch, [SC: 9.98], [PU: Springer New York], SPEKTRALANALYSE; TIMESERIES; ZEITREIHENANALYSE; ERGODICITY, Druck auf Anfrage Neuware -In the last two years or so, I w… More...

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Threshold Models in Non-linear Time Series Analysis
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Threshold Models in Non-linear Time Series Analysis - new book

ISBN: 9780387909189

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Threshold Models in Non-linear Time Series Analysis - Tong, H.
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Tong, H.:
Threshold Models in Non-linear Time Series Analysis - Paperback

1983, ISBN: 0387909184

Softcover reprint of the original 1st ed. 1983 Kartoniert / Broschiert Wahrscheinlichkeitsrechnung und Statistik, timeZeitreihenanalyse; Ergodicity; Spektralanalyse, mit Schutzumschlag … More...

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Details of the book - Threshold Models in Non-linear Time Series Analysis by H. Tong Paperback | Indigo Chapters


EAN (ISBN-13): 9780387909189
ISBN (ISBN-10): 0387909184
Hardcover
Paperback
Publishing year: 1983
Publisher: H. Tong

Book in our database since 2013-12-24T03:24:24-05:00 (New York)
Detail page last modified on 2023-07-08T10:52:45-04:00 (New York)
ISBN/EAN: 0387909184

ISBN - alternate spelling:
0-387-90918-4, 978-0-387-90918-9
Alternate spelling and related search-keywords:
Book author: tong, priestley
Book title: original series, non linear time series, linear models with, time series analysis, time line


Information from Publisher

Author: H. Tong
Title: Lecture Notes in Statistics; Threshold Models in Non-linear Time Series Analysis
Publisher: Springer; Springer US
323 Pages
Publishing year: 1983-11-01
New York; NY; US
Weight: 0,511 kg
Language: English
106,99 € (DE)
109,99 € (AT)
118,00 CHF (CH)
POD
X, 323 p.

BC; Statistics, general; Hardcover, Softcover / Mathematik/Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik; Wahrscheinlichkeitsrechnung und Statistik; Verstehen; Series; Spektralanalyse; Time; Time series; Zeitreihenanalyse; ergodicity; Probability Theory and Stochastic Processes; Statistics; Probability Theory; Stochastik; EA

One Introduction.- 1. Time Series Model Building.- 2. Stationarity.- 3. Linear Gaussian Models.- 4. Some Advantages and Some Limitations of Arma Models.- 5. What Next?.- Two Some Basic Concepts.- 1. Orientation.- 2. Limit Cycles.- 3. Some Examples of Threshold Models.- 4. Time Delay.- 5. Discussion.- Three Threshold Models.- 1. A Canonical Form.- 2. Generality of Setar Models.- 3. Non-Linear Difference Equations.- 4. Threshold Models and Discrete-Time Non-Linear Vibrations.- 5. Ergodicity.- 6. Stationary Distributions and Moments.- 7. Cyclical Structure and Multi-Step-Ahead Forecasting.- Four Identification.- 1. A General Principle.- 2. Estimation of Parameters.- 3. Sampling Properties.- 3.1 A General Result.- 3.2 Application of General Result to SETAR.- 3.3 Some Simulation Studies.- 3.4 Standard Errors of Some Parameter Estimates.- 3.5 Unsolved Problems.- 4. Diagnostics and Graphical Methods.- 5. Miscellanea.- Five Some Case Studies.- 1. Analysis of Some Ecological Data.- 1.1 Ecological Background.- 1.2 Some Graphical Results.- 1.3 A Full Identification.- 1.4 Diagnostics.- 1.5 Transformation.- 1.6 Extension to Two Species.- 2. Analysis of the Sunspot Numbers.- 2.1 Some Background.- 2.2 SETAR Modelling.- 2.3 Transformation.- 2.4 Multi-step-ahead Forecasting.- 2.5 Some Discussion.- 3. Analysis of Some Riverflow Data.- 3.1 Some Background.- 3.2 TARSO Modelling of Vatnsdalsa River, Iceland (1972–1974).- 3.3 TARSO Modelling of Jokulsa River, Iceland (1972–1974).- 3.4 Some Discussion.- 4. A Case Study with Laboratory Data.- 5. A Fuzzy Extension.- 6. Concluding Remarks.- Appedices.- References.- Author Index.

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