Nonlinear Time Series
Nonparametric and Parametric Methods
(Sprache: Englisch)
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...
Leider schon ausverkauft
versandkostenfrei
Buch
117.69 €
Produktdetails
Produktinformationen zu „Nonlinear Time Series “
Klappentext zu „Nonlinear Time Series “
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.
Inhaltsverzeichnis zu „Nonlinear Time Series “
Introduction.- Stationary Time Series.
- Smoothing in Time Series.
- ARMA Modeling and Forecasting.
- Parametric Nonlinear Time Series Models.
- Nonparametric Models.
- Hypothesis Testing.
- Continuous Time Models in Finance.
- Nonlinear Prediction.
Bibliographische Angaben
- Autoren: Jianqing Fan , Qiwei Yao
- 2005, 2003., 552 Seiten, Maße: 15,5 x 23,5 cm, Kartoniert (TB), Englisch
- Verlag: Springer, New York
- ISBN-10: 0387261427
- ISBN-13: 9780387261423
- Erscheinungsdatum: 04.08.2005
Sprache:
Englisch
Rezension zu „Nonlinear Time Series “
"...the authors should be congratulated for writing a coherent monograph on modern time series analysis with a focus on nonparametric approaches. I believe that this book will become a standard reference in this area and remain so for a long time. Graduate students in statistics, economics, and financial engineering should be happy to have a much-needed textbook on modern time series methods, which covers not only ARIMA models, but also the newer and more flexible nonlinear and nonparametric techniques."
Kommentar zu "Nonlinear Time Series"
0 Gebrauchte Artikel zu „Nonlinear Time Series“
Zustand | Preis | Porto | Zahlung | Verkäufer | Rating |
---|
Schreiben Sie einen Kommentar zu "Nonlinear Time Series".
Kommentar verfassen