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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| Format: | eBook |
| Language: | English |
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New York :
Springer,
[2005]
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| Series: | Springer series in statistics.
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| Online Access: | Connect to the full text of this electronic book |
Table of Contents:
- Characteristics of Time Series
- ARMA Modeling and Forecasting
- Parametric Nonlinear Time Series Models
- Nonparametric Density Estimation
- Smoothing in Time Series
- Spectral Density Estimation and Its Applications
- Nonparametric Models
- Model Validation
- Nonlinear Prediction.