Nonlinear Time Series Nonparametric and Parametric Methods |
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Author:
| Fan, Jianqing Yao, Qiwei |
Series title: | Springer Series in Statistics Ser. |
ISBN: | 978-0-387-26142-3 |
Publication Date: | Aug 2005 |
Publisher: | Springer New York
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Imprint: | Springer |
Book Format: | Paperback |
List Price: | USD $139.99 |
Book Description:
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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. Such a book will benefit researchers and practitioners in various fields such as econometricians, meteorologists, biologists, among others who wish to learn useful time series methods within a short period of time. The book also intends to serve as a reference or text book for graduate students in statistics and...
More DescriptionThis 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. Such a book will benefit researchers and practitioners in various fields such as econometricians, meteorologists, biologists, among others who wish to learn useful time series methods within a short period of time. The book also intends to serve as a reference or text book for graduate students in statistics and econometrics.