Non-Linear Time Series

DOI10.1007/978-3-319-07028-5zbMath1341.62029OpenAlexW2489538485WikidataQ58650786 ScholiaQ58650786MaRDI QIDQ2924864

P. de Zea Bermudes, Feridun Turkman, Manuel G. Scotto

Publication date: 17 October 2014

Full work available at URL: https://doi.org/10.1007/978-3-319-07028-5

zbMATH Keywords

limit cyclesLyapunov exponentsheavy tailsinvertibilitystate space modelsoptimal predictionparametric modelstime reversibilityinference for nonlinear modelsinteger-values models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Extreme value theory; extremal stochastic processes (60G70) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

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