Nonlinear Time Series: Nonparametric and Parametric Methods - Springer Series in Statistics (Paperback)
  • Nonlinear Time Series: Nonparametric and Parametric Methods - Springer Series in Statistics (Paperback)
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Nonlinear Time Series: Nonparametric and Parametric Methods - Springer Series in Statistics (Paperback)

(author), (author)
£99.99
Paperback 552 Pages / Published: 04/08/2005
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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.

Publisher: Springer-Verlag New York Inc.
ISBN: 9780387261423
Number of pages: 552
Weight: 1760 g
Dimensions: 235 x 155 x 29 mm
Edition: 1st ed. 2003. 2nd printing 2005


MEDIA REVIEWS

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)

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