Nonlinear time series : nonparametric and parametric methods /

• Κύριοι συγγραφείς: Fan, Jianqing (Συγγραφέας), Yao, Qiwei (Συγγραφέας)
• Μορφή: Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York : Springer, [2003]
• Σειρά: Springer series in statistics.
• Θέματα: 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...

Πίνακας περιεχομένων:

• 1. Introduction
• 2. Characteristics of Time Series
• 3. ARMA Modeling and Forecasting
• 4. Parametric Nonlinear Time Series Models
• 5. Nonparametric Density Estimation
• 6. Smoothing in Time Series
• 7. Spectral Density Estimation and Its Applications
• 8. Nonparametric Models
• 9. Model Validation
• 10. Nonlinear Prediction.