Stochastic Models for Time Series

This book presents essential tools for modelling non-linear time series. The first part of the book describes the main standard tools of probability and statistics that directly apply to the time series context to obtain a wide range of modelling possibilities. Functional estimation and bootstrap ar...

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Bibliographic Details

Main Author:	Doukhan, Paul (Author)
Format:	Electronic eBook
Language:	English
Published:	Cham : Springer International Publishing, 2018.
Edition:	1st ed. 2018.
Series:	Mathématiques et Applications, 80
Subjects:	Statistics . Probabilities. Econometrics. Dynamics. Ergodic theory.
ISBN:	9783319769387
ISSN:	1154-483X ;
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