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Nonlinear time seriesnonparametric a...

Fan, Jianqing.

Nonlinear time seriesnonparametric and parametric methods /

レコード種別:	コンピュータ・メディア : 単行資料
タイトル / 著者:	Nonlinear time series/ Jianqing Fan, Qiwei Yao.
その他のタイトル:	nonparametric and parametric methods /
著者:	Fan, Jianqing.
その他の著者:	Yao, Qiwei.
出版された:	New York :Springer,�003.
記述:	1 online resource (xix, 551 pages) :illustrations.
主題:	Time-series analysis. -
電子資源:	Click here for online access to this book (查閱全文) (EBSCO eBook)
国際標準図書番号 (ISBN):	0387224327 (electronic bk.)
国際標準図書番号 (ISBN):	9780387224329 (electronic bk.)
国際標準図書番号 (ISBN):	0585472564 (electronic bk.)
国際標準図書番号 (ISBN):	9780585472560 (electronic bk.)

Nonlinear time seriesnonparametric and parametric methods /
Fan, Jianqing.

Nonlinear time seriesnonparametric and parametric methods /[electronic resource] :Jianqing Fan, Qiwei Yao. - New York :Springer,�003. - 1 online resource (xix, 551 pages) :illustrations. - Springer series in statistics. - Springer series in statistics..

Includes bibliographical references (p. [487]-536) and index.

Cover -- Preface -- Table of Contents -- 1. Introduction -- 2. Characteristics of Time Series -- 3. ARMA Modeling and Forecasting -- 4. Parametric Nonlinear Time Series Models -- 5. Nonparametric Density Estimation -- 6. Smoothing in Time Series -- 7. Spectral Density Estimation and Its Applications -- 8. Nonparametric Models -- 9. Model Validation -- 10. Nonlinear Prediction -- References -- Author index.

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 modeling and model identification, while outlines many useful ideas from more traditional time series analysis. This will enable readers to use modern data-analytic techniques while keeping in touch with traditional approaches, and make the book self-contained. 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.

ISBN: 0387224327 (electronic bk.)Subjects--Topical Terms:

146816
Time-series analysis.
Index Terms--Genre/Form:

172687
Electronic books.

LC Class. No.: QA280 / .F36 2003eb

Dewey Class. No.: 519.2/32

Nonlinear time seriesnonparametric and parametric methods /
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520 $a 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 modeling and model identification, while outlines many useful ideas from more traditional time series analysis. This will enable readers to use modern data-analytic techniques while keeping in touch with traditional approaches, and make the book self-contained. 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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