Nonlinear Time Series

Nonparametric and Parametric Methods
 Paperback
Besorgungstitel | Lieferzeit:3-5 Tage I
ISBN-13:
9780387261423
Einband:
Paperback
Erscheinungsdatum:
04.08.2005
Seiten:
576
Autor:
Jianqing Fan
Gewicht:
972 g
Format:
235x162x38 mm
Sprache:
Englisch
Beschreibung:

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.
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.
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.

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