Nonlinear Time Series
Nonparametric and Parametric Methods
1st Edition
Published on 4. August 2005
Book
Paperback/Softback
XX, 552 pages
978-0-387-26142-3 (ISBN)
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.
Reviews / Votes
From the reviews: "The book will particularly appeal to those in the economic sciences and financial engineering who have a solid background in linear time series models and methods. ... I would recommend it to postgraduate students who are interested in learning about recent developments in non-linear and non-parametric time series modelling as well as in understanding the use of complex parametric non-linear and non-parametric time series models in practice." (Jiti Gao, Australian Journal of Agricultural and Resource Economics, Vol. 49, 2005)More details
Product info
Paperback
Series
Edition
1st ed. 2003. 2nd printing
Language
English
Place of publication
New York, NY
United States
Target group
Research
Product notice
Paperback (trade)
Illustrations
biography
Dimensions
Height: 235 mm
Width: 155 mm
Thickness: 30 mm
Weight
859 gr
ISBN-13
978-0-387-26142-3 (9780387261423)
DOI
10.1007/978-0-387-69395-8
Schweitzer Classification
Other editions
Additional editions
E-Book
09/2008
Springer
€128.39
Available for download
Content
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.