Nonlinear time series : nonparametric and parametric methods / Jianqing Fan, Qiwei Yao.

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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Bibliographic Details

Online Access:	Full Text (via Springer)
Main Authors:	Fan, Jianqing (Author), Yao, Qiwei (Author)
Format:	eBook
Language:	English
Published:	New York : Springer, [2003]
Series:	Springer series in statistics.
Subjects:	Time-series analysis. Nonlinear theories.