Nonlinear time series: non parametric and parametric methods /
Fan, Jianqing.
Nonlinear time series: non parametric and parametric methods / Jianqing Fan, Qiwei Yao. - New York : Springer, c2003. - xix, 551 p. : ill. ; 24 cm. - Springer series in statistics .
Includes bibliographical references (p. [487]-536) and index.
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
9780387261423
Time-series analysis.
Nonlinear theories.
519.232 / FAN/N
Nonlinear time series: non parametric and parametric methods / Jianqing Fan, Qiwei Yao. - New York : Springer, c2003. - xix, 551 p. : ill. ; 24 cm. - Springer series in statistics .
Includes bibliographical references (p. [487]-536) and index.
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
9780387261423
Time-series analysis.
Nonlinear theories.
519.232 / FAN/N