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Book Review: Nonlinear Time Series: Theory, methods, and applications with R examples, by Randal Douc, Eric Moulines, David S. Stoffer

CRC Press, Boca Raton, FL, 2014, xx + 531 pp, $99.95 (H), ISBN 978-1-4665-0225-3

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References

  • Andrieu, C., Doucet, A., Holenstein, R.: Particle Markov chain Monte Carlo methods. J. R. Stat. Soc. B 72(3), 269–342 (2010)

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  • Durbin, J., Koopman, S.J.: Time Series Analysis by State Space Methods, 2nd edn. Oxford University Press, Oxford (2012)

  • Kitagawa, G.: Introduction to Time Series Modeling. CRC Press, Boca Raton (2010)

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  • Shumway, R.H., Stoffer, D.S.: Time Series Analysis and its Applications: with R Examples, 3rd edn. Springer, New York (2011)

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Authors and Affiliations

  1. Department of Statistics, University of Oxford, Oxford, UK

    François Caron

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  1. François Caron
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Correspondence to François Caron.

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Caron, F. Book Review: Nonlinear Time Series: Theory, methods, and applications with R examples, by Randal Douc, Eric Moulines, David S. Stoffer. Stat Comput 26, 571–572 (2016). https://doi.org/10.1007/s11222-015-9575-4

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  • DOI: https://doi.org/10.1007/s11222-015-9575-4

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