Nonlinear Time Series: Nonparametric and Parametric Methods
Nonlinear Time Series: Nonparametric and Parametric Methods by Jianqing Fan, Qiwei Yao
English | PDF | 2003 | 565 Pages | ISBN : 0387261427 | 3.8 MB
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.