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Nonlinear Time Series

Nonparametric and Parametric Methods

Paperback Engels 2005 2003e druk 9780387261423
Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

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.

Specificaties

ISBN13:9780387261423
Taal:Engels
Bindwijze:paperback
Aantal pagina's:552
Uitgever:Springer New York
Druk:2003

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Inhoudsopgave

Introduction.- 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.

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        Nonlinear Time Series