A nonlinear time series workshop : a toolkit for detecting and identifying nonlinear serial dependence /

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 tool...

Full description

Bibliographic Details

Main Author:	Patterson, Douglas M. (Douglas MacLennan), 1945-
Corporate Author:	SpringerLink (Online service)
Other Authors:	Ashley, Richard A. (Richard Arthur), 1950-
Format:	eBook
Language:	English
Published:	Boston, Mass. : Springer, [2000]
Series:	Dynamic modeling and econometrics in economics and finance ; v. 2.
Subjects:	Time-series analysis > Congresses. Economics, Mathematical > Congresses. Economics, Mathematical. Time-series analysis. Electronic books. Conference proceedings.
Online Access:	Connect to the full text of this electronic book