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Nonlinear Time Series
Fan, Jianqing; Yao, Qiwei
€ 162.60
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Description for Nonlinear Time Series
Paperback. Integrates useful parametric and nonparametric techniques with time series modeling and prediction, the two important goals of time series analysis. This book applies many modern nonparametric estimation and testing ideas to time series modeling and model identification, while outlining many useful ideas from more traditional time series analysis. Series: Springer Series in Statistics. Num Pages: 572 pages, biography. BIC Classification: PBT. Category: (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 234 x 156 x 29. Weight in Grams: 797.
Amongmanyexcitingdevelopmentsinstatisticsoverthelasttwodecades, nonlineartimeseriesanddata-analyticnonparametricmethodshavegreatly advanced along seemingly unrelated paths. In spite of the fact that the - plication of nonparametric techniques in time series can be traced back to the 1940s at least, there still exists healthy and justi?ed skepticism about the capability of nonparametric methods in time series analysis. As - thusiastic explorers of the modern nonparametric toolkit, we feel obliged to assemble together in one place the newly developed relevant techniques. Theaimofthisbookistoadvocatethosemodernnonparametrictechniques that have proven useful for analyzing real time series data, and to provoke further research in both methodology and theory for nonparametric time series analysis. Modern computers and ... Read more
Amongmanyexcitingdevelopmentsinstatisticsoverthelasttwodecades, nonlineartimeseriesanddata-analyticnonparametricmethodshavegreatly advanced along seemingly unrelated paths. In spite of the fact that the - plication of nonparametric techniques in time series can be traced back to the 1940s at least, there still exists healthy and justi?ed skepticism about the capability of nonparametric methods in time series analysis. As - thusiastic explorers of the modern nonparametric toolkit, we feel obliged to assemble together in one place the newly developed relevant techniques. Theaimofthisbookistoadvocatethosemodernnonparametrictechniques that have proven useful for analyzing real time series data, and to provoke further research in both methodology and theory for nonparametric time series analysis. Modern computers and ... Read more
Product Details
Format
Paperback
Publication date
2005
Publisher
Springer-Verlag New York Inc. United States
Number of pages
572
Condition
New
Series
Springer Series in Statistics
Number of Pages
552
Place of Publication
New York, NY, United States
ISBN
9780387261423
SKU
V9780387261423
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Nonlinear Time Series
From the reviews: “The book will particularly appeal to those in the economic sciences and financial engineering who have a solid background in linear time series models and methods. … I would recommend it to postgraduate students who are interested in learning about recent developments in non-linear and non-parametric time series modelling as well as in understanding the use ... Read more