Book review of: R. Douc et al., Nonlinear time series. Theory, methods, and applications with R examples

DOI10.1007/S11222-015-9575-4MaRDI QIDQ2631386zbMATH OpenOpenAlexFDO

Authors Francois Caron

Publication date 29 July 2016

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11222-015-9575-4

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Research exposition (monographs, survey articles) pertaining to statistics (62-02) External book reviews (00A17)

Cites work

• Introduction to time series modeling. Translated from the Japanese by the author
• Particle Markov Chain Monte Carlo Methods
• Time series analysis and its applications. With R examples
• Time series analysis by state space methods.

Cited in

(1)

• BOOK REVIEWS

Describes a project that uses

Uses Software

• astsa
• R

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