Nonlinear Time Series Nonparametric and Parametric Methods
Amongmanyexcitingdevelopmentsinstatisticsoverthelasttwodecades, nonlineartimeseriesanddata-analyticnonparametricmethodshavegreatly advanced along seemingly unrelated paths. In spite of the fact that the - plication of nonparametric techniques in time series can be traced back to the 1940s at least,...
| Autores principales: | , |
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
New York, NY :
Springer New York
2003.
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| Edición: | 1st ed. 2003. |
| Colección: | Springer Series in Statistics,
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009463047906719 |
Tabla de Contenidos:
- 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.
