Nonlinear time series : nonparametric and parametric methods /

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. A distinct feature of this book is that it applies many modern nonparametric estimation and testing ideas to time series mo...

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Bibliographic Details

Main Author:	Fan, Jianqing
Corporate Author:	SpringerLink (Online service)
Other Authors:	Yao, Qiwei
Format:	eBook
Language:	English
Published:	New York : Springer, [2005]
Series:	Springer series in statistics.
Subjects:	Time-series analysis. Nonlinear theories. Electronic books.
Online Access:	Connect to the full text of this electronic book