Nonlinear Time Series: Nonparametric and Parametric Methods

by Qiwei Yao and Jianqing Fan

Book Overview

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...

• Format: Paperback
• Language: English
• ISBN: 0387261427
• ISBN13: 9780387261423
• Release Date: August 2005
• Publisher: Springer
• Length: 552 Pages
• Weight: 1.75 lbs.
• Dimensions: 1.2" x 6.1" x 9.2"