Nonlinear time series : nonparametric and parametric methods /

• Main Authors: Fan, Jianqing (Author), Yao, Qiwei (Author)
• Format: eBook
• Language: English
• Published: New York : Springer, [2003]
• Series: Springer series in statistics.
• Subjects: Time-series analysis.; Nonlinear theories.; MATHEMATICS > Probability & Statistics > Stochastic Processes.; Electronic books.

This is the first book that integrates useful parametric and nonparametric techniques with time series modeling and prediction, the two important goals of time series analysis. A distinct feature of this book is that it applies many modern nonparametric estimation and testing ideas to time series mo...