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Nonlinear Time Series: Nonparametric and Parametric Methods

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Nonlinear Time Series: Nonparametric and Parametric Methods - Fan, Jianqing, and Yao, Qiwei
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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, there still exists healthy and justi?ed skepticism about the capability of nonparametric methods in time series analysis. As - thusiastic explorers of the modern nonparametric toolkit, we feel obliged to assemble together in one ...

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Nonlinear Time Series: Nonparametric and Parametric Methods 2005, Springer, New York, NY

ISBN-13: 9780387261423

2003 edition

Trade paperback