Nonlinear Time Series Nonparametric and Parametric Methods

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,...

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Bibliographic Details
Main Authors: Fan, Jianqing, Yao, Qiwei (Author)
Format: eBook
Language:English
Published: New York, NY Springer New York 2003, 2003
Edition:1st ed. 2003
Series:Springer Series in Statistics
Subjects:
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
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