Open AccessNonlinear Time Series: Nonparametric and Parametric Methods
Author(s) -
Jianqing Fan,
Qiwei Yao
Publication year - 2003
Publication title -
springer series in statistics
Language(s) - English
Resource type - Book series
eISSN - 2197-568X
pISSN - 0172-7397
DOI - 10.1007/b97702
Subject(s) - nonparametric statistics , series (stratigraphy) , nonlinear system , parametric statistics , mathematics , computer science , econometrics , statistics , physics , geology , paleontology , quantum mechanics
.- 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.
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