Nonlinear time series : nonparametric and parametric methods
著者
書誌事項
Nonlinear time series : nonparametric and parametric methods
（Springer series in statistics）
Springer, c2005
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注記
Includes bibliographical references (p. [487]-536) and indexes
内容説明・目次
内容説明
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.
目次
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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