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...

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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:
Online Access:Connect to the full text of this electronic book