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Output details

10 - Mathematical Sciences

University College London

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Book title

Statistical methods for trend detection and analysis in the environmental sciences

Type
A - Authored book
DOI
-
Publisher of book
John Wiley and Sons, Ltd
ISBN of book
9780470015438
Year of publication
2011
URL
-
Number of additional authors
1
Additional information

This work is part textbook and part original research. In particular, Chapter 8 is original research: it is devoted to finding marginal properties of a class of nonlinear time series models. There is also new material in the “textbook” part of the book, notably in Section 5.5.5 where a novel proof is given of equivalence between the Kalman smoother with a local level model and a Nadaraya-Watson estimator.

Interdisciplinary
-
Cross-referral requested
-
Research group
None
Proposed double-weighted
No
Double-weighted statement
-
Reserve for a double-weighted output
No
Non-English
No
English abstract
-