000			02044nam a2200289Ia 4500
003			OSt
005			20250711163647.0
008			220909b |||||||| |||| 00| 0 eng d
020			_a9783319070278
037			_cTextbook
040			_aCSL _beng _cCSL
041			_aeng
084			_aB286 Q4 TOR _qCSL
100			_aTurkman, Kamil Ferideun _eauthor. _9815422
245		0	_aNon-linear time series _b: Extreme events and integer value problems _c/ by Kamil Feridun Turkman, Manuel González Scotto and Patrícia de Zea Bermudez
260			_aNew York : _bSpringer, _c2014.
300			_axii, 245p. _b; ill.
500			_aReference 245p.
520			_aThis book offers a useful combination of probabilistic and statistical tools for analyzing nonlinear time series. Key features of the book include a study of the extremal behavior of nonlinear time series and a comprehensive list of nonlinear models that address different aspects of nonlinearity. Several inferential methods, including quasi likelihood methods, sequential Markov Chain Monte Carlo Methods and particle filters, are also included so as to provide an overall view of the available tools for parameter estimation for nonlinear models. A chapter on integer time series models based on several thinning operations, which brings together all recent advances made in this area, is also included. Readers should have attended a prior course on linear time series, and a good grasp of simulation-based inferential methods is recommended. This book offers a valuable resource for second-year graduate students and researchers in statistics and other scientific areas who need a basicunderstanding of nonlinear time series.
650			_a Integer valued _9815423
650			_a Probabilistic _9815424
650			_aInference _9733383
700			_aScotto, Manuel Gonzalez _eco-author. _9815425
700			_aBermudez, Patricia De Zea _eco-author. _9815426
942			_hB286 Q4 TOR _cTB _2CC _n0
999			_c14662 _d14662