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Latest revision as of 20:10, 12 March 2024
Nonlinear Time Series Analysis
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | NTS |
Nonlinear Time Series Analysis |
Statements
Simulation, estimation, prediction procedure, and model identification methods for nonlinear time series analysis, including threshold autoregressive models, Markov-switching models, convolutional functional autoregressive models, nonlinearity tests, Kalman filters and various sequential Monte Carlo methods. More examples and details about this package can be found in the book "Nonlinear Time Series Analysis" by Ruey S. Tsay and Rong Chen, John Wiley & Sons, 2018 (ISBN: 978-1-119-26407-1).
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24 September 2023
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expanded from: GPL (≥ 2) (English)
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