A Nonlinear Time Series Workshop von Douglas M. Patterson | A Toolkit for Detecting and Identifying Nonlinear Serial Dependence | ISBN 9780792386742

A Nonlinear Time Series Workshop

A Toolkit for Detecting and Identifying Nonlinear Serial Dependence

von Douglas M. Patterson und Richard A. Ashley
Mitwirkende
Autor / AutorinDouglas M. Patterson
Autor / AutorinRichard A. Ashley
Buchcover A Nonlinear Time Series Workshop | Douglas M. Patterson | EAN 9780792386742 | ISBN 0-7923-8674-4 | ISBN 978-0-7923-8674-2

A Nonlinear Time Series Workshop

A Toolkit for Detecting and Identifying Nonlinear Serial Dependence

von Douglas M. Patterson und Richard A. Ashley
Mitwirkende
Autor / AutorinDouglas M. Patterson
Autor / AutorinRichard A. Ashley

Inhaltsverzeichnis

  • 1. Nonlinearity in Stochastic Processes: What it Is and Why it Matters.
  • 2. Detecting Nonlinear Serial Dependence.
  • 3. How to Run the Toolkit Program on a PC.
  • 4. Artificially Generated Data: Size Considerations.
  • 5. Artificially Generated Data: Power And Model Specification Considerations.
  • 6. Analysis of Stock Market Returns.
  • 7. Glint Tracking Errors in Radar.
  • 8. Seismic Data.
  • 9. Analysis of U. S. Real GNP.
  • 10. Dynamic Structure of Macroeconomic Technology Shocks.
  • 11. Climatological Data.