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Stochastic Models for Time Series

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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.

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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.

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Book Format

Hardcover, Softcover

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Book information

Edition
1st Edition
ISBN [Softcover]
9783319769370
Publisher
Springer
Year
2018
Pages
XX, 308 p.
Series Title
Mathématiques et Applications
Language
English
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