Nonlinear Time Series: Nonparametric and Parametric Methods (Springer Series in Statistics)
ISBN-10:
1475778473
ISBN-13:
9781475778472
Author(s): Jianqing Fan,Qiwei Yao
Edition: Softcover reprint of
Description:
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 econometrics.
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