NTS (Q5981807): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| (3 intermediate revisions by 2 users not shown) | |||
| Property / programmed in | |||
| Property / programmed in: R / rank | |||
| Property / depends on software | |||
| Property / depends on software: R / rank | |||
| Property / depends on software: R / qualifier | |||
| Property / programmed in | |||
| Property / programmed in: R / rank | |||
Normal rank | |||
| Property / depends on software | |||
| Property / depends on software: R / rank | |||
Normal rank | |||
| Property / depends on software: R / qualifier | |||
software version identifier: ≥ 3.6.0 | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI software profile / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 19:10, 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).
0 references
24 September 2023
0 references
expanded from: GPL (≥ 2) (English)
0 references
