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Nonlinear time series : nonparametric and parametric methods

Author: Jianqing Fan; Qiwei Yao
Publisher: New York : Springer, ©2003.
Series: Springer series in statistics.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

This work integrates parametric and nonparametric techniques with time series modelling and prediction, the two important goals of time series analysis. It should benefit researchers and  Read more...

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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Jianqing Fan; Qiwei Yao
ISBN: 0387951709 9780387951706
OCLC Number: 50774476
Description: xix, 551 pages : illustrations ; 24 cm.
Contents: 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.
Series Title: Springer series in statistics.
Responsibility: Jianqing Fan, Qiwei Yao.

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From the reviews: " the authors should be congratulated for writing a coherent monograph on modern time series analysis with a focus on nonparametric approaches. I believe that this book will become Read more...

 
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