结果:找到“non linear time series”相关内容99个,排序为按回复时间降序,搜索更多相关帖子请点击“高级
Elements of Nonlinear Time Series Analysis and Forecasting
41 个回复 - 3788 次查看 **** 本内容被作者隐藏 ****2019-1-5 03:06 - Nicolle - winbugs及其他软件专版
Nonlinear time series (Jianqing Fan)
5 个回复 - 2510 次查看 英语版本经典推荐读本: Nonlinear time series, By Jianqing Fan2014-11-19 05:14 - runningcindy - python论坛
Non-Linear Time Series Models in Empirical Finance
7 个回复 - 2591 次查看 Non-Linear Time Series Models in Empirical Finance Publisher:Cambridge University Press (2000-09-04) | ISBN-10: 0521770416 | PDF | 6.3 Mb | 296 pagesThis is the most up-to-date and accessible guide to ...2007-7-7 13:50 - zhushiyou - 计量经济学与统计软件
Nonlinear Time Series Models in Empirical Finance
4 个回复 - 2727 次查看 Franses and van Dijk(2000) Nonlinear Time Series Models in Empirical Finance2014-5-21 08:30 - 晨熹村人 - 宏观经济学
Non-Linear Time Series Models in Empirical Finance
20 个回复 - 4042 次查看 Non-Linear Time Series Models in Empirical Finance Philip Hans Franses and Dick van Dijk PUBLISHED BY CAMBRIDGE UNIVERSITY PRESS 2000 297PP,PDF,3.39M Although many of the models commonly ...2009-12-10 01:19 - zhaohailei - 计量经济学与统计软件
下载 Applied Nonlinear Time Series Analysis
6 个回复 - 3559 次查看 下载 Applied Nonlinear Time Series Analysis - Applications in Physics, Physiology and Finance 2005 261pages Contents Preface vii 1. Time series embedding and reconstruction 1 1.1 Stochastic ...2010-1-14 10:00 - liumartin - 计量经济学与统计软件
Nonlinear time series analysis
4 个回复 - 1627 次查看 2012-9-5 14:35 - llei56 - 计量经济学与统计软件
Time Series Analysis & Nonlinear Time Series
1 个回复 - 1867 次查看 Time Series Analysis, Ross Ihaka & Nonlinear Time Series:Semiparametric and Nonparametric Methods 两本书供下载2009-11-23 16:42 - 翔奇 - 计量经济学与统计软件
Nonlinear Time Series Analysis
4 个回复 - 4015 次查看 Nonlinear Time Series Analysis(作者:Holger Kantz and Thomas Scheiber) 剑桥大学出版社(我花了30币购买的,吐血了) 别的帖子都是30、50、100的,我便宜点出售喽 缺钱啊2010-6-24 07:49 - shiningwang1980 - 经济金融数学专区
nonlinear times series analysis with R (2017)
12 个回复 - 4898 次查看 nonlinear times series analysis with R (2017) (.pdf)2018-2-10 20:50 - loneshark - R语言论坛
Applied Nonlinear Time Series Analysis
5 个回复 - 3708 次查看 Applied Nonlinear Time Series Analysis - Applications in Physics, Physiology and Finance 2005 261pages Contents Preface vii 1. Time series embedding and reconstruction 1 1.1 Stochasticity an ...2010-1-13 09:47 - liumartin - 世界经济与国际贸易
Nonlinear time series analysis, 2nd edition (清晰可复制)
74 个回复 - 13468 次查看 Nonlinear time series analysis, 2nd edition by Holger Kantz, Thomas Schreiber Paperback: 388 pages [*]Publisher: Cambridge University Press; 2 edition (January 26, 2004) [*]Language: English ...2013-6-10 14:46 - alfa07 - 计量经济学与统计软件
Nonlinear Time Series Analysis in the Geosciences
3 个回复 - 2619 次查看 题目:Nonlinear Time Series Analysis in the Geosciences2014-11-7 11:48 - shiziz1989 - R语言论坛
【非线性时间序列分析】Nonlinear Time Series Analysis of Business Cycles
30 个回复 - 6565 次查看 Nonlinear Time Series Analysis of Business Cycles, Volume 276 (Contributions to Economic Analysis) by Costas Milas (Editor), Dick Van Dijk (Editor), Philip Rothman (Editor) The business cyc ...2016-10-28 08:35 - cmwei333 - 金融学(理论版)
非线性时间序列分析与预测 Elements of Nonlinear Time Series Analysis and Forecast
10 个回复 - 6078 次查看 Elements of Nonlinear Time Series Analysis and Forecasting (Springer Series in Statistics)2017-4-13 12:43 - jarlow - 经济金融数学专区
Nonlinear Time Series Analysis
8 个回复 - 4086 次查看 A comprehensive resource that draws a balance between theory and applications of nonlinear time series analysis Nonlinear Time Series Analysis offers an important guide to both parametric and nonparam ...2018-9-30 17:20 - nivastuli - 宏观经济学
Nonlinear Time Series Analysis with R
4 个回复 - 6517 次查看 Nonlinear Time Series Analysis with R provides a practical guide to emerging empirical techniques allowing practitioners to diagnose whether highly fluctuating and random appearing data are most likel ...2018-2-8 07:30 - nivastuli - R语言论坛
Robust nonlinear regression estimation in null recurrent time series
1 个回复 - 563 次查看 【作者(必填)】 2323 【文题(必填)】 Robust nonlinear regression estimation in null recurrent time series【年份(必填)】 2323 【全文链接或数据库名称(选填)】https://www.sciencedirect.com/science/arti ...2021-9-11 23:25 - internet.hzx - 求助成功区
Measuring nonlinear dependence in time-series, a distance correlation approach
1 个回复 - 458 次查看 【作者(必填)】 2323 【文题(必填)】 Measuring nonlinear dependence in time-series, a distance correlation approach【年份(必填)】 233 【全文链接或数据库名称(选填)】https://onlinelibrary.wiley.com/d ...2021-7-4 13:51 - internet.hzx - 求助成功区
Estimating and Testing Nonlinear Local Dependence Between Two Time Series
2 个回复 - 431 次查看 【作者(必填)】 Virgla 【文题(必填)】 Estimating and Testing Nonlinear Local Dependence Between Two Time Series 【年份(必填)】 2019 【全文链接或数据库名称(选填)】https://amstat.tandfonline.com/do ...2019-12-9 15:00 - internet.hzx - 求助成功区
Non-Linear Time Series (Extreme Events and Integer Value Problems)
0 个回复 - 935 次查看 2014出版Non-Linear Time Series (Extreme Events and Integer Value Problems)全书2020-10-16 10:33 - smart8330 - 数据分析与数据挖掘
Estimating and Testing Nonlinear Local Dependence Between Two Time Series
5 个回复 - 583 次查看 【作者(必填)】 Virginia Lacal[/backcolor] &Dag Tjøstheim[/backcolor] 【文题(必填)】 Estimating and Testing Nonlinear Local Dependence Between Two Time Series 【年份(必填)】 23 【全文链接或数 ...2020-9-14 11:27 - internet.hzx - 求助成功区
Estimating and Testing Nonlinear Local Dependence Between Two Time Series
2 个回复 - 598 次查看 【作者(必填)】 2 【文题(必填)】 Estimating and Testing Nonlinear Local Dependence Between Two Time Series 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://onlinelibrary.wiley.com/doi/abs/ ...2020-9-14 12:01 - internet.hzx - 求助成功区
[英文文献]Boosting nonlinear predictability of macroeconomic time series
0 个回复 - 878 次查看 Boosting nonlinear predictability of macroeconomic timeseries 提高宏观经济时间序列的非线性可预测性 We apply the boosting estimation method in order to investigate to what extent and atwhat ...2020-8-3 10:52 - 愫音丶 - 宏观经济学
Modelling nonlinear economic time series
14 个回复 - 5084 次查看 Clive W.J. Granger,Timo Teräsvirta and Dag Tjøstheim2009-12-24 22:28 - zxm403 - 计量经济学与统计软件
Threshold models in non-linear time series analysis
4 个回复 - 1534 次查看 Howell Tong In the last two years or so, I was most fortunate in being given opportunities of lecturing on a new methodology to a variety of audiences in Britain, China, Finland, France and Spain. ...2018-10-2 02:14 - leosong - 经济金融数学专区
计量经济学牛人高集体《Nonlinear Time Series:Semiparametric andNonparametric Met
11 个回复 - 4799 次查看 Monographs on Statistics and Applied Probability 108 书名:Nonlinear Time Series:Semiparametric andNonparametric Methods 作者:Jiti Gao, The University of Western Australia Perth, Australia 由于 ...2014-11-7 16:28 - guangyu715 - 计量经济学与统计软件
Time series forecasting for nonlinear and non-stationary processes
3 个回复 - 363 次查看 【作者(必填)】 【文题(必填)】 Time series forecasting for nonlinear and non-stationary processes 【年份(必填)】 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/abs/10.1080/074081 ...2020-2-8 16:21 - ticket1988 - 求助成功区
A Tukey Nonadditivity-Type Test for Time Series Nonlinearity
1 个回复 - 480 次查看 【作者(必填)】Daniel MacRae Keenan 【文题(必填)】A Tukey Nonadditivity-Type Test for Time Series Nonlinearity 【年份(必填)】Biometrika, Vol. 72, No. 1 (Apr., 1985), pp. 39-44 【全文链接或数据 ...2019-7-18 18:29 - hiderm - 求助成功区
Nonlinear Time Series Nonparametric and Parametric Methods(part1-5)
104 个回复 - 24910 次查看 著名华人统计学家范的Nonlinear Time Series Nonparametric and Parametric Methods,论坛上本来有,但200的金钱估计很多朋友想要都没钱,故在次在发一次, 本人也深受无钱之苦,故收10文! 想要又没钱的朋友,可以 ...2006-1-18 16:37 - lyslz - 计量经济学与统计软件
Estimating and Testing Nonlinear Local Dependence Between Two Time Series
1 个回复 - 432 次查看 【作者(必填)】 3 【文题(必填)】 Estimating and Testing Nonlinear Local Dependence Between Two Time Series 【年份(必填)】 23 【全文链接或数据库名称(选填)】https://www.tandfonline.com/doi/abs/10.1 ...2019-6-18 19:17 - internet.hzx - 求助成功区
Nonlinear Time Series:Nonparametric and Parametric Methods所带数据和程序[Splus]
19 个回复 - 5461 次查看 Nonlinear Time Series:Nonparametric and Parametric Methods英文影印版:科学出版社中文翻译版:高等教育出版社《非线性时间序列--建模、预报及应用》线性部分使用的ISTM程序包见:http://www.pinggu.org/bbs/thre ...2009-2-23 00:43 - yahoocom - R语言论坛
On tests for nonlinearity in time series analysis
1 个回复 - 502 次查看 【作者(必填)】W. S. Chan H. Tong 【文题(必填)】On tests for nonlinearity in time series analysis 【年份(必填)】1986 【全文链接或数据库名称(选填)】https://onlinelibrary.wi ...2018-7-25 20:40 - 我来了 - 求助成功区
On the squared residual autocorrelations in nonlinear time series
1 个回复 - 720 次查看 【作者(必填)】WK Li, TK Mak 【文题(必填)】On the squared residual autocorrelations in nonlinear time series with conditional heteroskedasti ...2018-7-25 09:54 - 我来了 - 求助成功区
Nonlinear multivariate and time series analysis by neural network methods
0 个回复 - 547 次查看 摘要:Methods in multivariate statistical analysis are essential for working with large amounts of geophysical data, data from observational arrays, from satelli...http://onlinelibrary.wiley.com/doi/1 ...2018-1-30 01:29 - 人工智能-AI - 人工智能论文版
【求助】}Nonlinear time series models in empirical finance 数据和程序
2 个回复 - 1661 次查看 最近在学习《Nonlinear time series models in empirical finance》一书,但作者主页已失效,无法下载配套的数据和程序,烦请有相关数据和程序的朋友发我一下。 谢谢,2017-9-17 07:54 - 405234960 - Gauss专版
Gauss:nonlinear time series models in empirical finance
12 个回复 - 8878 次查看 本帖最后由 xuehe 于 2011-12-8 21:34 编辑 是Franse 的教材.相关的gauss程序.上传太慢了,找个别的时间再传.2006-9-30 10:41 - wang_hc - Gauss专版
求助 Non-Linear Time Series Models in Empirical Finance 对应的数据与gauss程序。
0 个回复 - 620 次查看 [*]Data and software used in the book Non-Linear Time Series Models in Empirical Finance, by Philip Hans Franses and Dick van Dijk [/backcolor] [/backcolor] [/backcolor]之前,还能下载这些数据与 ...2017-6-17 01:28 - jackylee2010 - 文献求助专区
Nonlinear Time Series: Theory, Methods and Applications with R Examples
23 个回复 - 9164 次查看 Nonlinear Time Series: Theory, Methods and Applications with R Examples By Randal Douc, Eric Moulines, David Stoffer 2014 | 551 Pages | ISBN: 1466502258 | PDF | 7 MB This text emphasizes nonli ...2014-1-30 10:08 - igs816 - R语言论坛
Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models
1 个回复 - 669 次查看 【作者(必填)】 Eric Hillebrand[/backcolor] & Marcelo C. Medeiros[/backcolor] 【文题(必填)】 Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models【年份(必填)】 2016 【全文链接或数 ...2016-12-24 16:36 - internet.hzx - 求助成功区
SYSTEM IDENTIFICATION with MATLAB. Non Linear Models, ODEs and Time Series (2016
15 个回复 - 2302 次查看 SYSTEM IDENTIFICATION with MATLAB. Non Linear Models, ODEs and Time Series by Marvin L. In System Identification Toolbox software, MATLAB represents linear systems as model objects. Model o ...2016-10-30 11:31 - cmwei333 - MATLAB等数学软件专版
Nonlinear Time Series Nonparametric and Parametric Methods
3 个回复 - 1829 次查看 原版教材Nonlinear Time Series Nonparametric and Parametric Methods,非影印版2016-3-30 15:08 - unparalleled - 计量经济学与统计软件
nonlinear time series:nonparametric and parametric methods
9 个回复 - 1436 次查看 【作者(必填)】 Fan,J.Yao,Q 【文题(必填)】 nonlinear time series:nonparametric and parametric methods 【年份(必填)】 2002 【全文链接或数据库名称(选填)】2016-4-6 14:06 - mico123 - 求助成功区
Asymptotics of Quantiles and Rank Scores in Nonlinear Time Series
1 个回复 - 567 次查看 【作者(必填)】Kanchan Mukherjee 【文题(必填)】Asymptotics of Quantiles and Rank Scores in Nonlinear Time Series 【年份(必填)】1999 【全文链接或数据库名称(选填)】http://onlinelibrary.wiley.com ...2016-10-5 18:35 - 我来了 - 求助成功区
重新发 Nonlinear time series and chaos Volume 4
0 个回复 - 933 次查看 论坛已经有了~不能上传2016-7-16 17:55 - sallypotter - 经济统计专版
Nonlinear time series analysis since 1990:some personal reflections
1 个回复 - 604 次查看 【作者(必填)】 Tonng,H 【文题(必填)】 Nonlinear time series analysis since 1990:some personal reflections 【年份(必填)】 2002 【全文链接或数据库名称(选填)】2016-4-6 09:34 - mico123 - 求助成功区
Nonlinear Time Series Nonparametric and Parametric Methods程序下载
1 个回复 - 1824 次查看 各位好: 我在本论坛下载了书籍Nonlinear Time Series Nonparametric and Parametric Methods(范剑青编),并下载了程序和数据包,其链接为http://bbs.pinggu.org/thread-420441-1-1.html。打开之后发现程序 ...2016-1-23 10:30 - bwlyjs - 爱问频道
Book:Nonlinear Time Series Analysis of Economic and Financial Data
3 个回复 - 1158 次查看 【作者(必填)】 Philip Rothman 【文题(必填)】 Nonlinear Time Series Analysis of Economic and Financial Data【年份(必填)】 1999 【全文链接或数据库名称(选填)】http://link.springer.com/book/10.1007/9 ...2014-12-6 21:33 - qijiongli - 求助成功区
分享springer2014年的书籍Non-Linear Time Series
2 个回复 - 1888 次查看 论坛首发,分享给大家。2015-4-19 18:13 - 雷当空 - 计量经济学与统计软件
SpringerBook:A Nonlinear Time Series Workshop
1 个回复 - 1034 次查看 【作者(必填)】 Authors: [*]Douglas M. Patterson, [*]Richard A. Ashley 【文题(必填)】 A Nonlinear Time Series WorkshopA Toolkit for Detecting and Identifying Nonlinear Serial Dependence【年份(必 ...2014-12-6 21:55 - qijiongli - 求助成功区
Estimation in nonlinear time series models I: stationary series
1 个回复 - 971 次查看 【作者(必填)】Tjøstheim,D. 【文题(必填)】Estimation in nonlinear time series models I: stationary series 【年份(必填)】1986 【全文链接或数据库名称(选填)】Stochastic Process. Appl. 21 25 ...2014-9-19 23:55 - 我来了 - 求助成功区
Nonlinearity Tests For Time Series
1 个回复 - 1051 次查看 【作者(必填)】Tsay, R. S. 【文题(必填)】Nonlinearity Tests For Time Series 【年份(必填)】1986 【全文链接或数据库名称(选填)】 Biometrika, 73, 461-466.2014-9-5 17:15 - 我来了 - 求助成功区
Granger+NONLINEAR TRANSFORMATIONS OFINTEGRATED TIME SERIES
2 个回复 - 847 次查看 【作者(必填)】[/backcolor]Granger,[/backcolor]Hallman[/backcolor] 【文题(必填)】[/backcolor]NONLINEAR TRANSFORMATIONS OFINTEGRATED TIME SERIES 【年份(必填)】1991[/backcolor] 【全文链接或数据库名称 ...2014-5-3 17:57 - harlon1976 - 求助成功区
[求书]Nonlinear Time Series: Theory, Methods and Applications with R Examples
6 个回复 - 1824 次查看 Nonlinear Time Series: Theory, Methods and Applications with R ExamplesSeries: Chapman & Hall/CRC Texts in Statistical Science Published: January 6, 2014 by Chapman and Hall/CRC Content: 551 ...2014-1-26 13:06 - Nicolle - R语言论坛
BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES
3 个回复 - 870 次查看 【作者(必填)】 [*]John Geweke, [*]Nobuhiko Terui 【文题(必填)】BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES 【年份(必填)】1993 【全文链接或数据库名称(选填)】http:// ...2014-1-8 11:43 - 我来了 - 文献求助专区
下载 Nonlinear Time Series - Semiparametric and Nonparametric Methods
10 个回复 - 4425 次查看 下载 Nonlinear Time Series - Semiparametric and Nonparametric Methods - J. Gao (CRC, 2007) WW Contents Preface v 1 Introduction 1 1.1 Preliminaries 1 1.2 Examples and models 1 1.3 Bibliogra ...2010-1-12 08:48 - liumartin - 计量经济学与统计软件
Nonlinear Time Series Nonparametric and Parametric Methods
17 个回复 - 4473 次查看 Nonlinear Time Series: Nonparametric and Parametric Methods (Springer Series in Statistics) (Paperback) by Jianqing Fan, Qiwei Yao "In attempts to understand the world around us, observations are ...2010-6-25 21:11 - shiningwang1980 - 金融学(理论版)
Nonlinear Time Series Models in Empirical Finance
5 个回复 - 2435 次查看 Erasmus School of EconomicsStaff Personal Homepages [*]Erasmus School of Economics [*]Erasmus University Rotterdam laatste wijziging: 17-11-2006 Nonlinear Time Series Models in Empirical ...2013-7-6 12:47 - xuehe - Gauss专版
一起探讨Nonlinear time series models in empirical finance里的程序
8 个回复 - 9385 次查看 最近看van Dijk的Nonlinear time series models in empirical finance遇到一个困惑,希望得到大家的帮助。 在第三章里,程序forwtare.e里有这样一条指令: tdat=trimr(shiftr(ty[maxc(1|(1-maxl)):tn]',seqa(0,1 ...2011-2-25 01:24 - zengsongl - Gauss专版
Nonlinear Time Series Nonparametric And Parametric Methods(Fan Jianquing)
4 个回复 - 2831 次查看 Product Details [*]Hardcover: 576 pages[*]Publisher: Springer; 1 edition (March 12, 2003)[*]Language: English[*]ISBN-10: 0387951709[*]ISBN-13: 978-0387951706 Product DescriptionThis book presents the ...2010-4-18 23:09 - yinminghui - 计量经济学与统计软件
300论坛币购书:nonlinear modelling of high frequency financial time series
3 个回复 - 922 次查看 书名: nonlinear modelling of high frequency financial time series 请直接附件300论坛币购买,望内容详实完整2012-12-9 15:39 - augustback - 悬赏大厅
3本nonlinear time series的书
12 个回复 - 4615 次查看 <p><br/><br/></p><p>1 "Modelling nonlinear economic time series" byTimo Ter&auml;svirta, Dag Tj&oslash;stheim and Clive W.J. Granger</p><p>2 "&nbsp;Nonlinear Ti ...2009-1-18 00:04 - rawstone - 计量经济学与统计软件
Nonlinear Time Series Nonparametric and Parametric Methods
0 个回复 - 782 次查看 Nonlinear Time Series Nonparametric and Parametric Methods2012-10-23 23:00 - mobham121 - 计量经济学与统计软件
Non-linear time series models in empirical finance
3 个回复 - 915 次查看 【作者(必填)】Franses, P. H., & van Dijk, D. 【文题(必填)】Non-linear time series models in empirical finance 【年份(必填)】2000 【全文链接或数据库名称(选填)】2012-8-26 09:48 - 迷途mitu - 求助成功区
nonlinear modelling of high frequency financial time series
1 个回复 - 1460 次查看 nonlinear modelling of high frequency financial time series Christian L. Dunis (Editor), Bin Zhou (Editor) ISBN: 978-0-471-97464-2 Hardcover 332 pages May 1998 http://as.wiley.com/WileyCDA/W ...2012-3-25 23:43 - pc1093 - 悬赏大厅
Nonlinear Time Series Models in Empirical Finance
26 个回复 - 10157 次查看 Book DescriptionThis is the most up-to-date and accessible guide to one of the fastest growing areas in financial analysis by two of the most accomplished young econometricians in Europe. This classro ...2007-3-13 10:48 - lyslz - 计量经济学与统计软件
求书Non-Linear Time Series: A Dynamical System Approach
0 个回复 - 2400 次查看 Non-Linear Time Series: A Dynamical System Approach (Oxford Statistical Science Series, 6) Howell Tong (Author) http://www.amazon.com/Non-Linear-Time-Series-Dynamical-Statistical/dp/0198523009 谢谢2012-5-2 23:25 - 一诺9257 - 计量经济学与统计软件
BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES
5 个回复 - 947 次查看 【作者(必填)】 John Geweke, Nobuhiko Terui 【文题(必填)】BAYESIAN THRESHOLD AUTOREGRESSIVE MODELS FOR NONLINEAR TIME SERIES 【年份(必填)】1993 Journal of Time Series Analysis Volume 14, Issue 5, pa ...2012-1-1 00:06 - 我来了 - 求助成功区
Nonlinear Time Series Semiparametric and Nonparametric Methods
7 个回复 - 5011 次查看 [此贴子已经被作者于2007-10-24 0:20:41编辑过]2007-10-24 00:08 - urdaddy - R语言论坛
Non-Linear Time Series Models in Empirical Finance
6 个回复 - 3250 次查看 Non-Linear Time Series Models in Empirical Finance Publisher:Cambridge University Press (2000-09-04) | ISBN-10: 0521770416 | PDF | 6.3 Mb | 296 pagesThis is the most up-to-date and accessible guide to ...2007-6-30 09:39 - zhushiyou - 计量经济学与统计软件
[下载]Miscellaneous Goods of StatisticsFinancial EconometricsNonlinear Time Series
8 个回复 - 3232 次查看 C++ for Business Programming, Second Edition By John C. Molluzzo - Pace University, New York Publisher : Prentice Hall Pub Date : August 02, 2005 Print ISBN-10 : 0-13-046700-6 Print ISBN-13 : 978-0 ...2007-5-26 09:05 - warecucff - 计量经济学与统计软件
[下载]Nonlinear Time Series Lab
10 个回复 - 3672 次查看 pdf 文件和matlab code pdf文件是非线性时间序的介绍和matlab程序在非线性时间序列中的应用 不管作为理论入门 还是 入门后的程序编辑都很好 先看pdf中的例子 再对比matlab code 很容易上手2006-10-17 00:22 - ws426926 - 计量经济学与统计软件
The sample autocorrelation function of non-linear time series
5 个回复 - 3602 次查看 Promotor: Prof.dr. W. Schaafsma Co-promotor: Dr. T. Mikosch Beoordelingscomissie: Prof.dr. R.A. Davis Prof.dr. H.G. Dehling Prof.dr. C. Kluppelberg [此贴子已经被作者于2005-12-26 23:48:39编辑过 ...2005-12-26 23:16 - jluztg - 计量经济学与统计软件
Estimation and prediction for nonlinear time series
11 个回复 - 4198 次查看 Promotores: prof. dr. H.G.Dehling prof. dr. F.Takens [此贴子已经被作者于2005-12-26 23:49:15编辑过]2005-12-26 23:09 - jluztg - 计量经济学与统计软件
实践的经典好书! Non-linear Time Series Models in Empirical Finance!
9 个回复 - 2010 次查看 实践的经典好书! Non-linear Time Series Models in Empirical Finance. Franses, P.H. and D.van Dijk (2000)2009-11-23 22:41 - fantasysky - 金融学(理论版)