Designed for researchers and students, Nonlinear Times Series: Theory, Methods and Applications with R Examples familiarizes readers with the principles behind nonlinear time series models-without overwhelming them with difficult mathematical developments. By focusing on basic principles and theory, the authors give readers the background required to craft their own stochastic models, numerical methods, and software. They will also be able to assess the advantages and disadvantages of different approaches, and thus be able to choose the right methods for their purposes. The first part can be seen as a crash course on "classical" time series, with a special emphasis on linear state space models and detailed coverage of random coefficient autoregressions, both ARCH and GARCH models. The second part introduces Markov chains, discussing stability, the existence of a stationary distribution, ergodicity, limit theorems, and statistical inference. The book concludes with a self-contained account on nonlinear state space and sequential Monte Carlo methods. An elementary introduction to nonlinear state space modeling and sequential Monte Carlo, this section touches on current topics, from the theory of statistical inference to advanced computational methods. The book can be used as a support to an advanced course on these methods, or an introduction to this field before studying more specialized texts. Several chapters highlight recent developments such as explicit rate of convergence of Markov chains and sequential Monte Carlo techniques. And while the chapters are organized in a logical progression, the three parts can be studied independently. Statistics is not a spectator sport, so the book contains more than 200 exercises to challenge readers. These problems strengthen intellectual muscles strained by the introduction of new theory and go on to extend the theory in significant ways. The book helps readers hone their skills in nonlinear time series analysis and their applications.

Academy Award-nominated documentary detailing the horrors of the Cambodian genocide which occurred under the Pol Pot dictatorship of the late-1970s. Using clay animation as a way of illustrating the undocumented experience of the common people, film-maker Rithy Panh tells the story of how he and his family were taken from their home in the city and forced to work in rural labour camps as part of the Khmer Rouge's social engineering policies. Not only did Panh witness first-hand a number of atrocities, including routine executions and widespread malnutrition, as a result, his own father starved himself to death as a way of protesting against the regime. The movie received an Oscar nomination for Best Foreign Language Film.

This book covers the classical theory of Markov chains on general state-spaces as well as many recent developments. The theoretical results are illustrated by simple examples, many of which are taken from Markov Chain Monte Carlo methods. The book is self-contained, while all the results are carefully and concisely proven. Bibliographical notes are added at the end of each chapter to provide an overview of the literature. Part I lays the foundations of the theory of Markov chain on general states-space. Part II covers the basic theory of irreducible Markov chains on general states-space, relying heavily on regeneration techniques. These two parts can serve as a text on general state-space applied Markov chain theory. Although the choice of topics is quite different from what is usually covered, where most of the emphasis is put on countable state space, a graduate student should be able to read almost all these developments without any mathematical background deeper than that needed to study countable state space (very little measure theory is required). Part III covers advanced topics on the theory of irreducible Markov chains. The emphasis is on geometric and subgeometric convergence rates and also on computable bounds. Some results appeared for a first time in a book and others are original. Part IV are selected topics on Markov chains, covering mostly hot recent developments.

Academy Award-nominated documentary detailing the horrors of the Cambodian genocide which occurred under the Pol Pot dictatorship of the late-1970s. Using clay animation as a way of illustrating the undocumented experience of the common people, film-maker Rithy Panh tells the story of how he and his family were taken from their home in the city and forced to work in rural labour camps as part of the Khmer Rouge's social engineering policies. Not only did Panh witness first-hand a number of atrocities, including routine executions and widespread malnutrition, as a result, his own father starved himself to death as a way of protesting against the regime. The movie received an Oscar nomination for Best Foreign Language Film.