A Nonlinear Time Series Workshop - A Toolkit for Detecting and Identifying Nonlinear Serial (DYNAMIC MODELING AND ECONOMETRICS IN ECONOMICS AND) Год выпуска: 0Автор: Douglas M. Patterson, Richard A. AshleyИздательство: Страниц: 0ISBN: 0792386744Описание 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 Engle's 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.
Похожие книги
NATO Advanced Research Workshop on Science for Reduction of Risk and s, Alik Ismail-Zadeh. Risk Science and Sustainability: Science for Reduction of Risk and Sustainable Development for Society (NATO SCIENCE SERIES II MATHEMATICS, PHYSICS AND CHEMISTRY). – М.: , 0. – 0 с. Arch G. Woodside, G. I. Crouch, J. A. Mazanec, M. Oppermann, M. Y. Sakai, A. G. Woodside, Hospitality, and Leisure Society of Consumer Psychology of Tourism. Consumer Psychology of Tourism, Hospitality and Leisure. – М.: , 2000. – 387 с. Fernando J. Gonzalez, Salman M. A. Salman, World Bank, Institutional Reform for Irrigation and Drainage Workshop. Institutional Reform for Irrigation and Drainage: Proceedings of a World Bank Workshop (World Bank Technical Paper, 524). – М.: , 0. – 0 с. United Nations. Economic and Social Commission for Asia and the Pacific. Eco-efficiency: A Practical Path to Sustainable Development, a Reference for Eco-efficiency Partnership in North-east Asia (Economic and Social Commision for Asia and the Pacific). – М.: , 2008. – 80 с. European Commission European Commission and Directorate-General for Research and Innovation Director. Upgrading of High Moisture Low Rank Coal. – М.: LAP Lambert Academic Publishing, 2013. – 100 с. European Commission European Commission and Directorate-General for Research and Innovation Director. Upgrading of High Moisture Low Rank Coal to Hydrogen and Methane. – М.: Dictus Publishing, 2013. – 100 с. Bousbia Salah A.,D Auria F. and Hamidouche T. INSIGHTS INTO NATURAL CIRCULATION, Phenomena, Models, and Issues. – М.: LAP Lambert Academic Publishing, 2010. – 180 с. Khalil Ibrahim,Ayman A. Aly El-Naggar and Ahmed A. Abo Ismail. Intelligent Control of Flexible Robots. – М.: LAP Lambert Academic Publishing, 2013. – 144 с. Jose A. Orosa,Mar Toledano and Juan J. Galan. Numerical methods applied to marine engineering. – М.: LAP Lambert Academic Publishing, 2011. – 132 с. Enaibe A. Edison,Akpata Erhieyovwe and Osafile E. Omosede. The Velocity Profile of HIV/AIDS In The Human Blood System. – М.: LAP Lambert Academic Publishing, 2014. – 60 с. Ologhobo A.D.,Sheku Moiforay and Adejumo Isaac O. Environmental Consequences of Animal Production. – М.: LAP Lambert Academic Publishing, 2012. – 56 с. A. Sundar,S. Angles and M. Chinnadurai. Scope for Production and Marketing of Glory Lily (Gloriosa Superba). – М.: LAP Lambert Academic Publishing, 2012. – 108 с. A. Vivekanandhini,R. Jagannathan and S. Previna. Sources sink relationship in hybrid maize (Zeamays L.). – М.: LAP Lambert Academic Publishing, 2014. – 104 с. George A. George,Godishala Sridevi and K. Rangaswami. Psychosocial Intervention. – М.: LAP Lambert Academic Publishing, 2014. – 92 с. Taher A. Salah Eldin Ali and Hosam El-Din M. Saleh. Mammalian Safety Dose Assessment of Magnetic–Optical Nanocomposite. – М.: LAP Lambert Academic Publishing, 2012. – 188 с. Amer A. Taqa,Ghada Taqa and Banan Nabel. Analgesic Effect of ketamine Gel on Human and Lab Animals. – М.: LAP Lambert Academic Publishing, 2014. – 92 с. A.P. Shanthini .,A. Antonysamy S.J. and T. Francis . Studies on genetic algorithms in image processing. – М.: LAP Lambert Academic Publishing, 2012. – 180 с. Образцы работ
Задайте свой вопрос по вашей теме
Контакты
Поделиться
Мы в социальных сетях
Реклама
Отзывы
Катя, 21.12 Юля! Хочу вас поблагодарить: курсовую приняли, сразу зачли, т.е. без всяких изменений и т.д. Спасибо. Катя. И с наступающим Новым Годом:))!
