时间序列(R语言实现)[精品].docVIP

Time series IntroductionSimple time series modelsARIMAValidating a modelSpectral AnalysisWaveletsDigital Signal Processing (DSP)Modeling volatility: GARCH models (Generalized AutoRegressive Conditionnal Heteroscedasticity)Multivariate time seriesState-Space Models and Kalman FilteringNon-linear time series and chaosOther timesDiscrete-valued time series: Markov chains and beyondVariants of Markov chainsUntackled subjectsTO SORT This chapter contrasts with the topics we have seen up to now: we were interested in the study of several independant realizations of a simple statistica