Nonlinear Time Series : Nonparametric and Parametric Methods (Springer Series in Statistics)

Nonlinear Time Series : Nonparametric and Parametric Methods (Springer Series in Statistics)

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  • 製本 Paperback:紙装版/ペーパーバック版／ページ数 551 p.
  • 言語 ENG
  • 商品コード 9781475778472
  • DDC分類 519

Full Description


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.

Contents

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