Nonlinear time series: non parametric and parametric methods / Jianqing Fan, Qiwei Yao.
Material type:
TextSeries: Springer series in statisticsPublication details: New York : Springer, c2003Description: xix, 551 p. : ill. ; 24 cmISBN: 9780387261423Subject(s): Time-series analysis | Nonlinear theoriesDDC classification: 519.232
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
| Item type | Current library | Call number | Status | Date due | Barcode | Item holds |
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General Books
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Central Library, Sikkim University | 519.232 FAN/N (Browse shelf(Opens below)) | Available | 46139 |
Total holds: 0
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| 519.23 ROS/S Stochastic Processes,/ | 519.23 SCH/T Theory and applications of stochastic processes: an analytical approach/ | 519.23 SOB/S Stochastic modeling of microstructures/ | 519.232 FAN/N Nonlinear time series: non parametric and parametric methods / | 519.233 CHU/M Markov processes, Brownian motion, and time symmetry./ | 519.233 ROB/H Hidden Markov models :/ | 519.27 BEL/ Modeling complex living systems/ |
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
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